+363.8%
PSX vs ZETA
+343.0%
+20.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.7% |
| 7D | +2.8% | -2.4% | +5.3% | +2.9% |
| 30D | +27.8% | +15.6% | +12.2% | +26.5% |
| 3M | +42.0% | +41.5% | +0.5% | +38.6% |
| 6M | +58.1% | +63.4% | -5.3% | +52.3% |
| YTD | +105.0% | +51.3% | +53.7% | +97.9% |
| 1Y | +104.9% | +65.8% | +39.1% | +95.7% |
| 3Y | +134.1% | +279.2% | -145.1% | +101.1% |
| 5Y | +363.8% | +341.8% | +22.1% | +270.5% |
| All | +363.8% | +343.0% | +20.8% | +270.5% |
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 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