+252.6%
ZETA vs PENG
+123.5%
+129.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.4% | -10.5% | -5.7% |
| 7D | +2.7% | +4.5% | -1.9% | +1.4% |
| 30D | +15.8% | -7.1% | +22.9% | +17.4% |
| 3M | +35.4% | -27.3% | +62.7% | +40.0% |
| 6M | +67.1% | +169.6% | -102.5% | +12.3% |
| YTD | +54.1% | +164.6% | -110.6% | +3.7% |
| 1Y | +67.8% | +109.5% | -41.6% | +20.5% |
| 3Y | +311.4% | +98.9% | +212.5% | +165.6% |
| 5Y | +324.8% | +116.3% | +208.5% | +170.1% |
| All | +252.6% | +123.5% | +129.2% | +126.1% |
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