+117.4%
PM vs ZETA
+329.5%
-212.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -2.0% |
| 7D | -4.9% | +2.7% | -7.5% | -4.9% |
| 30D | -3.4% | +15.8% | -19.2% | -3.4% |
| 3M | +5.2% | +35.4% | -30.2% | +5.1% |
| 6M | +3.7% | +67.1% | -63.4% | +3.6% |
| YTD | +15.8% | +54.1% | -38.3% | +15.7% |
| 1Y | +17.4% | +67.8% | -50.5% | +17.1% |
| 3Y | +116.9% | +311.4% | -194.5% | +114.6% |
| All | +117.4% | +329.5% | -212.1% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling