-70.4%
PYPL vs ZETA
+217.2%
-287.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.5% | -3.1% | +0.4% |
| 7D | +2.2% | +6.2% | -4.1% | +0.7% |
| 30D | +8.1% | -2.0% | +10.2% | +8.4% |
| 3M | +1.9% | +21.7% | -19.8% | -3.3% |
| 6M | +33.1% | +89.1% | -56.0% | +12.0% |
| YTD | +3.8% | +59.3% | -55.5% | -10.0% |
| 1Y | -8.3% | +66.2% | -74.5% | -21.6% |
| 3Y | +11.9% | +297.3% | -285.4% | -35.3% |
| 5Y | -70.4% | +227.5% | -297.9% | -84.4% |
| All | -70.4% | +217.2% | -287.7% | -84.4% |
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 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