+156.8%
PM vs ZETA
+289.2%
-132.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.2% | -7.6% | +0.6% |
| 7D | -6.6% | +13.2% | -19.9% | -6.6% |
| 30D | -3.4% | +6.0% | -9.4% | -3.4% |
| 3M | +5.3% | +27.3% | -22.0% | +5.4% |
| 6M | +15.5% | +104.6% | -89.1% | +15.5% |
| YTD | +24.3% | +72.3% | -48.1% | +24.2% |
| 1Y | +29.7% | +76.3% | -46.6% | +29.6% |
| 3Y | +144.9% | +325.6% | -180.7% | +142.6% |
| 5Y | +159.0% | +254.2% | -95.2% | +157.1% |
| All | +156.8% | +289.2% | -132.5% | +162.9% |
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