+324.5%
ZETA vs PBF
+361.5%
-37.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.8% | +1.8% | +7.1% |
| 7D | +18.8% | -4.0% | +22.7% | +19.2% |
| 30D | +12.6% | -18.0% | +30.6% | +14.4% |
| 3M | +29.5% | +0.9% | +28.5% | +28.8% |
| 6M | +128.6% | +65.7% | +62.9% | +116.1% |
| YTD | +85.5% | +161.9% | -76.4% | +65.3% |
| 1Y | +90.6% | +77.8% | +12.8% | +76.8% |
| 3Y | +358.0% | +74.9% | +283.1% | +307.4% |
| 5Y | +282.0% | +423.4% | -141.4% | +186.2% |
| All | +324.5% | +361.5% | -37.0% | +209.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling