+451.9%
PWR vs ZETA
+341.5%
+110.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +2.7% | -0.1% | +2.7% | +2.6% |
| 30D | -5.1% | +10.5% | -15.6% | -6.4% |
| 3M | -9.4% | +44.3% | -53.7% | -14.0% |
| 6M | +10.4% | +59.4% | -49.0% | +2.4% |
| YTD | +48.6% | +49.5% | -0.8% | +38.0% |
| 1Y | +68.0% | +62.7% | +5.3% | +53.1% |
| 3Y | +204.7% | +274.6% | -69.9% | +127.2% |
| 5Y | +451.9% | +349.3% | +102.6% | +290.7% |
| All | +451.9% | +341.5% | +110.4% | +290.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling