+341.8%
ZETA vs PBF
+735.5%
-393.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -2.0% |
| 7D | -2.4% | +2.4% | -4.8% | -2.6% |
| 30D | +15.6% | +24.9% | -9.3% | +13.6% |
| 3M | +41.5% | +81.9% | -40.4% | +34.2% |
| 6M | +63.4% | +79.4% | -15.9% | +54.0% |
| YTD | +51.3% | +188.3% | -137.0% | +36.1% |
| 1Y | +65.8% | +177.3% | -111.4% | +49.0% |
| 3Y | +279.2% | +56.0% | +223.2% | +244.0% |
| 5Y | +341.8% | +804.0% | -462.3% | +317.1% |
| All | +341.8% | +735.5% | -393.7% | +317.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling