+347.2%
ZETA vs PENG
+115.2%
+232.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.4% | -10.5% | -5.8% |
| 7D | +2.7% | +4.5% | -1.9% | +1.3% |
| 30D | +15.8% | -7.1% | +22.9% | +17.4% |
| 3M | +35.4% | -27.3% | +62.7% | +40.2% |
| 6M | +67.1% | +169.6% | -102.5% | +8.8% |
| YTD | +54.1% | +164.6% | -110.6% | +0.5% |
| 1Y | +67.8% | +109.5% | -41.6% | +17.4% |
| 3Y | +311.4% | +98.9% | +212.5% | +155.7% |
| All | +347.2% | +115.2% | +232.0% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling