-8.9%
PYPL vs ZETA
+288.0%
-296.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.0% | -2.3% |
| 7D | +2.7% | +2.7% | 0.0% | +2.1% |
| 30D | -4.9% | +15.8% | -20.7% | -7.8% |
| 3M | +28.9% | +35.4% | -6.5% | +20.4% |
| 6M | +18.2% | +67.1% | -48.9% | +5.1% |
| YTD | -5.0% | +54.1% | -59.1% | -14.8% |
| 1Y | -18.8% | +67.8% | -86.7% | -28.8% |
| All | -8.9% | +288.0% | -296.9% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling