+562.5%
PWR vs ZETA
+306.8%
+255.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | +11.3% | +18.1% | -6.8% | +9.0% |
| 30D | -8.9% | +13.6% | -22.4% | -10.3% |
| 3M | -10.5% | +23.7% | -34.2% | -13.0% |
| 6M | -22.2% | +128.5% | -150.7% | -30.8% |
| YTD | +42.7% | +80.1% | -37.4% | +29.6% |
| 1Y | +41.1% | +98.0% | -56.9% | +26.3% |
| 3Y | +242.7% | +348.6% | -105.8% | +152.8% |
| 5Y | +418.5% | +286.6% | +131.9% | +266.2% |
| All | +562.5% | +306.8% | +255.7% | +377.5% |
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 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