+67.8%
ZETA vs PBF
+176.4%
-108.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -4.0% |
| 7D | +2.7% | +4.3% | -1.6% | +2.5% |
| 30D | +15.8% | +22.0% | -6.2% | +15.6% |
| 3M | +35.4% | +74.5% | -39.1% | +32.8% |
| 6M | +67.1% | +67.7% | -0.6% | +63.0% |
| YTD | +54.1% | +179.2% | -125.1% | +45.7% |
| 1Y | +67.8% | +170.0% | -102.2% | +61.2% |
| All | +67.8% | +176.4% | -108.5% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling