-80.4%
PYPL vs ZETA
+237.6%
-318.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | -4.3% | -0.1% | -4.3% | -4.3% |
| 30D | -11.5% | +10.5% | -21.9% | -13.6% |
| 3M | +26.1% | +44.3% | -18.2% | +15.3% |
| 6M | +13.7% | +59.4% | -45.8% | +0.8% |
| YTD | -9.8% | +49.5% | -59.3% | -19.5% |
| 1Y | -22.1% | +62.7% | -84.7% | -32.2% |
| 3Y | -13.5% | +274.6% | -288.1% | -45.2% |
| 5Y | -81.6% | +349.3% | -430.9% | -89.2% |
| All | -80.4% | +237.6% | -318.0% | -88.4% |
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