+124.3%
PM vs ZETA
+281.1%
-156.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.2% |
| 7D | -1.3% | -2.4% | +1.1% | -1.3% |
| 30D | -2.6% | +15.6% | -18.1% | -2.6% |
| 3M | +5.8% | +41.5% | -35.7% | +5.6% |
| 6M | +10.6% | +63.4% | -52.9% | +10.2% |
| YTD | +17.2% | +51.3% | -34.1% | +16.9% |
| 1Y | +17.6% | +65.8% | -48.2% | +16.9% |
| 3Y | +124.3% | +279.2% | -154.9% | +100.6% |
| All | +124.3% | +281.1% | -156.8% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling