+239.5%
ZETA vs PBR
+495.6%
-256.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -3.7% | +5.4% | -9.1% | -4.5% |
| 30D | +5.7% | +22.9% | -17.2% | +2.3% |
| 3M | +50.4% | +19.6% | +30.8% | +45.7% |
| 6M | +65.5% | +16.5% | +49.0% | +60.2% |
| YTD | +48.3% | +86.7% | -38.4% | +31.2% |
| 1Y | +45.4% | +74.7% | -29.3% | +29.9% |
| 3Y | +270.8% | +102.6% | +168.2% | +219.6% |
| 5Y | +336.1% | +566.6% | -230.5% | +166.1% |
| All | +239.5% | +495.6% | -256.2% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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