+273.7%
ZETA vs PNR
-13.0%
+286.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | 0.0% |
| 7D | -0.1% | -3.9% | +3.8% | +2.4% |
| 30D | +10.5% | -13.8% | +24.3% | +21.3% |
| 3M | +44.3% | -22.5% | +66.8% | +66.4% |
| 6M | +59.4% | -37.2% | +96.6% | +112.3% |
| YTD | +49.5% | -44.2% | +93.7% | +116.6% |
| 1Y | +62.7% | -46.6% | +109.3% | +145.4% |
| All | +273.7% | -13.0% | +286.8% | +279.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 3y: compounded portfolio wealth divided by compounded PNR 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…
3y analysis · Full analysis span regression · 6 months rolling