+227.5%
ZETA vs PBF
+407.7%
-180.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.4% | +1.1% | +4.2% |
| 7D | +6.2% | -7.4% | +13.6% | +6.9% |
| 30D | -2.0% | -17.5% | +15.4% | -0.4% |
| 3M | +21.7% | +13.1% | +8.6% | +19.9% |
| 6M | +89.1% | +72.6% | +16.5% | +77.6% |
| YTD | +59.3% | +161.2% | -101.9% | +41.1% |
| 1Y | +66.2% | +93.3% | -27.2% | +52.0% |
| 3Y | +297.3% | +80.7% | +216.6% | +248.8% |
| 5Y | +227.5% | +396.1% | -168.6% | +123.5% |
| All | +227.5% | +407.7% | -180.3% | +123.5% |
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 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