+341.6%
ZETA vs PBR
+558.3%
-216.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | -6.5% | +4.2% | -10.7% | -7.1% |
| 30D | +4.8% | +22.7% | -17.9% | +1.5% |
| 3M | +53.3% | +21.5% | +31.8% | +48.2% |
| 6M | +66.8% | +24.0% | +42.8% | +59.8% |
| YTD | +50.2% | +88.2% | -38.1% | +33.1% |
| 1Y | +62.0% | +74.8% | -12.8% | +45.2% |
| 3Y | +276.4% | +105.1% | +171.2% | +225.3% |
| 5Y | +341.6% | +572.2% | -230.6% | +145.6% |
| All | +341.6% | +558.3% | -216.7% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling