+605.5%
PLTR vs ZETA
+241.7%
+363.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.7% |
| 7D | -5.3% | -2.4% | -2.9% | -4.4% |
| 30D | -1.0% | +15.6% | -16.6% | -5.9% |
| 3M | +24.8% | +41.5% | -16.7% | +10.0% |
| 6M | +8.4% | +63.4% | -55.1% | -9.7% |
| YTD | -4.2% | +51.3% | -55.5% | -18.9% |
| 1Y | +9.1% | +65.8% | -56.7% | -12.3% |
| 3Y | +1,025.6% | +279.2% | +746.4% | +430.9% |
| 5Y | +565.8% | +341.8% | +224.0% | +185.3% |
| All | +605.5% | +241.7% | +363.7% | +194.7% |
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