+232.2%
PSX vs ZETA
+289.2%
-57.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.2% | -9.1% | -1.4% |
| 7D | -7.8% | +13.2% | -21.0% | -8.6% |
| 30D | -9.9% | +6.0% | -15.9% | -10.3% |
| 3M | +16.9% | +27.3% | -10.4% | +14.8% |
| 6M | +48.0% | +104.6% | -56.6% | +40.2% |
| YTD | +98.3% | +72.3% | +26.0% | +89.1% |
| 1Y | +86.2% | +76.3% | +9.8% | +76.9% |
| 3Y | +144.0% | +325.6% | -181.6% | +105.8% |
| 5Y | +287.7% | +254.2% | +33.5% | +213.6% |
| All | +232.2% | +289.2% | -57.1% | +179.3% |
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