+344.5%
ZETA vs PNR
-21.7%
+366.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.1% |
| 7D | -3.7% | -6.0% | +2.3% | +0.5% |
| 30D | +5.7% | -14.0% | +19.7% | +17.4% |
| 3M | +50.4% | -21.7% | +72.1% | +74.6% |
| 6M | +65.5% | -37.3% | +102.7% | +124.9% |
| YTD | +48.3% | -45.1% | +93.4% | +122.3% |
| 1Y | +45.4% | -49.1% | +94.5% | +132.2% |
| 3Y | +270.8% | -14.8% | +285.6% | +287.8% |
| All | +344.5% | -21.7% | +366.2% | +362.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling