+264.7%
ZETA vs PAAS
+47.7%
+217.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.9% | +1.6% | +3.8% |
| 7D | +6.2% | +8.8% | -2.6% | +4.3% |
| 30D | -2.0% | -8.5% | +6.4% | -0.2% |
| 3M | +21.7% | -17.0% | +38.7% | +25.7% |
| 6M | +89.1% | -27.9% | +117.0% | +100.2% |
| YTD | +59.3% | -17.5% | +76.8% | +61.8% |
| 1Y | +66.2% | +22.8% | +43.3% | +54.4% |
| 3Y | +297.3% | +224.2% | +73.1% | +174.8% |
| 5Y | +227.5% | +73.6% | +153.8% | +159.9% |
| All | +264.7% | +47.7% | +217.0% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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