+319.2%
ZETA vs PR
+309.3%
+9.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.3% | -1.7% |
| 7D | +26.5% | +6.7% | +19.8% | +24.5% |
| 30D | +10.3% | -6.1% | +16.4% | +11.8% |
| 3M | +30.5% | +6.9% | +23.7% | +27.7% |
| 6M | +129.4% | +14.6% | +114.8% | +118.5% |
| YTD | +83.1% | +66.1% | +17.0% | +55.2% |
| 1Y | +82.1% | +77.0% | +5.0% | +51.1% |
| 3Y | +352.3% | +93.8% | +258.5% | +255.1% |
| 5Y | +293.1% | +268.2% | +24.9% | +137.9% |
| All | +319.2% | +309.3% | +9.9% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling