+243.8%
ZETA vs PNR
-13.0%
+256.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +1.4% |
| 7D | -6.5% | -5.5% | -1.0% | -2.9% |
| 30D | +4.8% | -15.6% | +20.4% | +17.3% |
| 3M | +53.3% | -20.2% | +73.5% | +74.3% |
| 6M | +66.8% | -36.6% | +103.4% | +121.6% |
| YTD | +50.2% | -45.0% | +95.2% | +120.2% |
| 1Y | +62.0% | -47.4% | +109.5% | +146.9% |
| 3Y | +276.4% | -13.7% | +290.1% | +294.4% |
| 5Y | +341.6% | -20.8% | +362.4% | +291.7% |
| All | +243.8% | -13.0% | +256.7% | +205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling