+454.7%
PANW vs ZETA
+237.6%
+217.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +2.0% | -0.1% | +2.1% | +1.9% |
| 30D | -13.0% | +10.5% | -23.4% | -14.7% |
| 3M | +28.6% | +44.3% | -15.7% | +19.0% |
| 6M | +103.0% | +59.4% | +43.5% | +83.7% |
| YTD | +81.9% | +49.5% | +32.4% | +65.3% |
| 1Y | +69.6% | +62.7% | +7.0% | +50.2% |
| 3Y | +169.4% | +274.6% | -105.2% | +81.7% |
| 5Y | +331.0% | +349.3% | -18.3% | +173.0% |
| All | +454.7% | +237.6% | +217.1% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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