-79.4%
PYPL vs ZETA
+247.9%
-327.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.0% | -2.2% |
| 7D | +2.7% | +2.7% | 0.0% | +2.0% |
| 30D | -4.9% | +15.8% | -20.7% | -8.2% |
| 3M | +28.9% | +35.4% | -6.5% | +19.5% |
| 6M | +18.2% | +67.1% | -48.9% | +3.8% |
| YTD | -5.0% | +54.1% | -59.1% | -15.7% |
| 1Y | -18.8% | +67.8% | -86.7% | -29.9% |
| 3Y | -12.6% | +311.4% | -324.0% | -45.8% |
| 5Y | -80.8% | +324.8% | -405.6% | -88.9% |
| All | -79.4% | +247.9% | -327.3% | -87.8% |
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