+569.0%
PWR vs ZETA
+318.9%
+250.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.6% | -3.4% | +3.3% |
| 7D | +4.7% | +18.8% | -14.0% | +2.6% |
| 30D | -12.5% | +12.6% | -25.1% | -13.8% |
| 3M | -9.3% | +29.5% | -38.8% | -12.3% |
| 6M | -22.2% | +128.6% | -150.8% | -30.7% |
| YTD | +44.2% | +85.5% | -41.3% | +30.4% |
| 1Y | +35.5% | +90.6% | -55.1% | +22.0% |
| 3Y | +250.4% | +358.0% | -107.6% | +157.8% |
| 5Y | +425.6% | +282.0% | +143.6% | +270.5% |
| All | +569.0% | +318.9% | +250.1% | +380.5% |
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 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