+142.5%
PSX vs ZETA
+329.3%
-186.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.2% | -9.1% | -1.3% |
| 7D | -7.8% | +13.2% | -21.0% | -8.3% |
| 30D | -9.9% | +6.0% | -15.9% | -10.2% |
| 3M | +16.9% | +27.3% | -10.4% | +15.5% |
| 6M | +48.0% | +104.6% | -56.6% | +42.5% |
| YTD | +98.3% | +72.3% | +26.0% | +91.9% |
| 1Y | +86.2% | +76.3% | +9.8% | +79.7% |
| All | +142.5% | +329.3% | -186.8% | +135.7% |
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