+580.8%
PWR vs ZETA
+239.2%
+341.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -0.2% | -6.5% | +6.3% | +0.6% |
| 30D | -7.7% | +4.8% | -12.6% | -8.4% |
| 3M | -4.9% | +53.3% | -58.3% | -10.4% |
| 6M | +9.7% | +66.8% | -57.1% | +1.3% |
| YTD | +46.7% | +50.2% | -3.5% | +36.3% |
| 1Y | +58.7% | +62.0% | -3.3% | +45.0% |
| 3Y | +200.7% | +276.4% | -75.6% | +126.5% |
| 5Y | +438.6% | +341.6% | +96.9% | +286.4% |
| All | +580.8% | +239.2% | +341.6% | +402.2% |
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