+146.0%
PM vs ZETA
+273.0%
-127.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.3% | -7.1% | -1.8% |
| 7D | -5.2% | -0.4% | -4.8% | -5.2% |
| 30D | +2.7% | -8.0% | +10.7% | +2.7% |
| 3M | +6.1% | +21.4% | -15.3% | +6.1% |
| 6M | +18.0% | +80.1% | -62.1% | +17.8% |
| YTD | +26.6% | +52.5% | -25.9% | +26.5% |
| 1Y | +36.7% | +58.5% | -21.8% | +36.4% |
| 3Y | +146.0% | +281.7% | -135.7% | +126.9% |
| All | +146.0% | +273.0% | -127.0% | +126.9% |
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 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