+102.5%
PSX vs ZETA
+61.8%
+40.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | +1.5% | -6.5% | +8.0% | +1.7% |
| 30D | +15.8% | +4.8% | +11.0% | +15.6% |
| 3M | +43.0% | +53.3% | -10.3% | +41.0% |
| 6M | +61.1% | +66.8% | -5.7% | +58.5% |
| YTD | +104.5% | +50.2% | +54.4% | +101.1% |
| 1Y | +102.5% | +62.0% | +40.5% | +100.5% |
| All | +102.5% | +61.8% | +40.8% | +100.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling