+290.4%
ZETA vs PBF
+64.9%
+225.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -4.0% |
| 7D | +2.7% | +4.3% | -1.6% | +2.3% |
| 30D | +15.8% | +22.0% | -6.2% | +14.3% |
| 3M | +35.4% | +74.5% | -39.1% | +29.1% |
| 6M | +67.1% | +67.7% | -0.6% | +58.6% |
| YTD | +54.1% | +179.2% | -125.1% | +38.5% |
| 1Y | +67.8% | +170.0% | -102.2% | +50.6% |
| All | +290.4% | +64.9% | +225.5% | +227.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling