+143.4%
PM vs ZETA
+237.6%
-94.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -0.2% | +10.5% | -10.6% | -0.1% |
| 3M | +4.9% | +44.3% | -39.4% | +4.9% |
| 6M | +9.0% | +59.4% | -50.4% | +9.0% |
| YTD | +17.8% | +49.5% | -31.7% | +17.7% |
| 1Y | +16.8% | +62.7% | -45.9% | +16.6% |
| 3Y | +125.4% | +274.6% | -149.2% | +123.3% |
| 5Y | +128.7% | +349.3% | -220.6% | +128.8% |
| All | +143.4% | +237.6% | -94.2% | +149.1% |
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 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