+294.9%
ZETA vs PENG
+56.5%
+238.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -0.2% |
| 7D | +18.1% | +13.2% | +4.9% | +14.2% |
| 30D | +13.6% | -29.9% | +43.5% | +22.4% |
| 3M | +23.7% | -22.2% | +46.0% | +27.6% |
| 6M | +128.5% | -1.9% | +130.4% | +104.7% |
| YTD | +80.1% | +142.1% | -62.0% | +14.9% |
| 1Y | +98.0% | +151.5% | -53.5% | +24.6% |
| 3Y | +348.6% | +206.9% | +141.7% | +136.4% |
| All | +294.9% | +56.5% | +238.4% | +133.3% |
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