+249.0%
ZETA vs PENG
+80.6%
+168.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +12.4% | -7.1% | +2.3% |
| 7D | -0.4% | -19.4% | +19.0% | +3.9% |
| 30D | -8.0% | -42.4% | +34.4% | +3.4% |
| 3M | +21.4% | -25.6% | +47.0% | +26.3% |
| 6M | +80.1% | +7.3% | +72.8% | +57.1% |
| YTD | +52.5% | +113.9% | -61.4% | +5.1% |
| 1Y | +58.5% | +93.6% | -35.1% | +12.5% |
| 3Y | +281.7% | +170.2% | +111.5% | +125.7% |
| 5Y | +237.3% | +44.2% | +193.1% | +115.8% |
| All | +249.0% | +80.6% | +168.4% | +129.1% |
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