-70.1%
PINS vs ZETA
+247.9%
-318.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.2% |
| 7D | -12.0% | +2.7% | -14.7% | -12.7% |
| 30D | -12.7% | +15.8% | -28.5% | -15.9% |
| 3M | -5.5% | +35.4% | -40.9% | -12.9% |
| 6M | +5.3% | +67.1% | -61.8% | -8.4% |
| YTD | -21.2% | +54.1% | -75.3% | -30.5% |
| 1Y | -45.0% | +67.8% | -112.9% | -53.5% |
| 3Y | -26.2% | +311.4% | -337.6% | -58.2% |
| 5Y | -64.0% | +324.8% | -388.7% | -80.9% |
| All | -70.1% | +247.9% | -318.1% | -83.2% |
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