+242.2%
ZETA vs PBF
+406.4%
-164.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.1% | +1.4% | -1.4% | -0.2% |
| 30D | +10.5% | +15.8% | -5.4% | +9.0% |
| 3M | +44.3% | +90.3% | -46.0% | +35.3% |
| 6M | +59.4% | +102.8% | -43.4% | +47.2% |
| YTD | +49.5% | +187.3% | -137.8% | +32.7% |
| 1Y | +62.7% | +161.8% | -99.2% | +45.1% |
| 3Y | +274.6% | +55.5% | +219.2% | +238.6% |
| 5Y | +349.3% | +801.9% | -452.6% | +211.9% |
| All | +242.2% | +406.4% | -164.2% | +148.5% |
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