+231.5%
ZETA vs PENG
+60.7%
+170.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -23.0% | +15.8% | -1.7% |
| 7D | -10.0% | -36.7% | +26.7% | -0.4% |
| 30D | -10.6% | -42.0% | +31.5% | +0.2% |
| 3M | +8.9% | -33.2% | +42.1% | +16.3% |
| 6M | +65.1% | +2.1% | +63.0% | +45.0% |
| YTD | +44.8% | +90.3% | -45.5% | +2.8% |
| 1Y | +47.8% | +67.7% | -19.9% | +8.9% |
| 3Y | +248.8% | +154.2% | +94.5% | +108.6% |
| 5Y | +220.3% | +28.3% | +192.0% | +111.1% |
| All | +231.5% | +60.7% | +170.8% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling