+599.3%
PLTR vs ZETA
+289.2%
+310.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.2% | -8.4% | -3.2% |
| 7D | -3.8% | +13.2% | -17.0% | -8.0% |
| 30D | -19.2% | +6.0% | -25.2% | -20.9% |
| 3M | -3.7% | +27.3% | -31.0% | -11.8% |
| 6M | +22.5% | +104.6% | -82.1% | -5.8% |
| YTD | -5.0% | +72.3% | -77.4% | -23.5% |
| 1Y | -12.8% | +76.3% | -89.1% | -30.7% |
| 3Y | +758.3% | +325.6% | +432.7% | +286.8% |
| 5Y | +649.6% | +254.2% | +395.4% | +224.1% |
| All | +599.3% | +289.2% | +310.1% | +178.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling