+134.1%
PSX vs ZETA
+269.4%
-135.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | +1.7% | -3.7% | +5.4% | +1.9% |
| 30D | +15.6% | +5.7% | +9.9% | +15.3% |
| 3M | +46.5% | +50.4% | -4.0% | +43.5% |
| 6M | +55.0% | +65.5% | -10.5% | +50.8% |
| YTD | +105.3% | +48.3% | +57.0% | +100.3% |
| 1Y | +101.6% | +45.4% | +56.2% | +96.3% |
| 3Y | +134.1% | +270.8% | -136.6% | +126.2% |
| All | +134.1% | +269.4% | -135.3% | +126.2% |
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