+63.0%
ZETA vs PR
+66.2%
-3.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.5% | +4.2% |
| 7D | +6.2% | -12.4% | +18.6% | +2.6% |
| 30D | -2.0% | -6.6% | +4.5% | -3.3% |
| 3M | +21.7% | +7.5% | +14.2% | +26.5% |
| 6M | +89.1% | +10.8% | +78.4% | +98.9% |
| YTD | +59.3% | +57.0% | +2.3% | +93.1% |
| All | +63.0% | +66.2% | -3.2% | +90.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling