+150.0%
PM vs ZETA
+348.6%
-198.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.8% | +1.2% |
| 7D | +0.5% | +18.1% | -17.6% | +0.7% |
| 30D | -3.2% | +13.6% | -16.8% | -3.1% |
| 3M | +6.2% | +23.7% | -17.5% | +6.4% |
| 6M | +7.7% | +128.5% | -120.8% | +7.6% |
| YTD | +27.3% | +80.1% | -52.8% | +27.3% |
| 1Y | +32.8% | +98.0% | -65.2% | +32.6% |
| 3Y | +150.0% | +348.6% | -198.6% | +131.0% |
| All | +150.0% | +348.6% | -198.6% | +131.0% |
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