+252.6%
ZETA vs PAAS
+79.0%
+173.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.5% |
| 7D | +2.7% | -2.9% | +5.5% | +3.3% |
| 30D | +15.8% | +6.8% | +9.0% | +13.7% |
| 3M | +35.4% | -2.9% | +38.3% | +35.3% |
| 6M | +67.1% | -16.4% | +83.5% | +71.2% |
| YTD | +54.1% | 0.0% | +54.0% | +50.7% |
| 1Y | +67.8% | +54.3% | +13.5% | +48.1% |
| 3Y | +311.4% | +230.7% | +80.7% | +185.7% |
| 5Y | +324.8% | +111.6% | +213.2% | +226.4% |
| All | +252.6% | +79.0% | +173.7% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling