+252.6%
ZETA vs PBF
+392.0%
-139.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.8% |
| 3M | +35.4% | +74.5% | -39.1% | +28.0% |
| 6M | +67.1% | +67.7% | -0.6% | +57.2% |
| YTD | +54.1% | +179.2% | -125.1% | +37.1% |
| 1Y | +67.8% | +170.0% | -102.2% | +49.1% |
| 3Y | +311.4% | +66.4% | +245.0% | +269.0% |
| 5Y | +324.8% | +764.5% | -439.7% | +196.0% |
| All | +252.6% | +392.0% | -139.4% | +156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling