+238.0%
PSX vs ZETA
+247.9%
-9.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +0.4% |
| 7D | +4.5% | +2.7% | +1.9% | +4.3% |
| 30D | +26.6% | +15.8% | +10.8% | +25.3% |
| 3M | +39.3% | +35.4% | +3.8% | +36.1% |
| 6M | +56.8% | +67.1% | -10.3% | +50.5% |
| YTD | +101.8% | +54.1% | +47.8% | +94.2% |
| 1Y | +99.6% | +67.8% | +31.8% | +89.9% |
| 3Y | +140.3% | +311.4% | -171.1% | +102.7% |
| 5Y | +339.3% | +324.8% | +14.5% | +243.8% |
| All | +238.0% | +247.9% | -9.9% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling