+567.0%
PWR vs ZETA
+313.7%
+253.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | -0.1% |
| 7D | +19.1% | +26.5% | -7.4% | +15.7% |
| 30D | -12.0% | +10.3% | -22.3% | -13.1% |
| 3M | -10.6% | +30.5% | -41.1% | -13.6% |
| 6M | -20.8% | +129.4% | -150.2% | -29.6% |
| YTD | +43.7% | +83.1% | -39.4% | +30.2% |
| 1Y | +35.0% | +82.1% | -47.1% | +22.2% |
| 3Y | +249.4% | +352.3% | -102.9% | +157.5% |
| 5Y | +422.1% | +293.1% | +129.0% | +268.0% |
| All | +567.0% | +313.7% | +253.4% | +379.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling