+242.2%
ZETA vs PBR
+488.1%
-245.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -0.1% | +0.3% | -0.4% | -0.1% |
| 30D | +10.5% | +17.5% | -7.1% | +7.6% |
| 3M | +44.3% | +20.9% | +23.4% | +39.4% |
| 6M | +59.4% | +20.2% | +39.2% | +53.3% |
| YTD | +49.5% | +84.3% | -34.8% | +32.5% |
| 1Y | +62.7% | +77.1% | -14.4% | +44.8% |
| 3Y | +274.6% | +100.8% | +173.8% | +223.4% |
| 5Y | +349.3% | +556.1% | -206.8% | +174.9% |
| All | +242.2% | +488.1% | -245.9% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling