+587.0%
PWR vs ZETA
+247.9%
+339.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.2% |
| 7D | +3.6% | +2.7% | +0.9% | +3.2% |
| 30D | -8.6% | +15.8% | -24.4% | -10.3% |
| 3M | -13.2% | +35.4% | -48.6% | -16.8% |
| 6M | +9.9% | +67.1% | -57.2% | +1.5% |
| YTD | +48.0% | +54.1% | -6.0% | +37.2% |
| 1Y | +66.2% | +67.8% | -1.7% | +51.1% |
| 3Y | +195.1% | +311.4% | -116.3% | +119.6% |
| 5Y | +442.6% | +324.8% | +117.8% | +289.9% |
| All | +587.0% | +247.9% | +339.1% | +405.3% |
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