+262.5%
ZETA vs PR
+61.1%
+201.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.9% | -2.4% | -6.4% |
| 7D | -10.0% | -16.5% | +6.6% | -7.3% |
| 30D | -10.6% | -4.5% | -6.0% | -10.1% |
| 3M | +8.9% | +8.5% | +0.3% | +6.7% |
| 6M | +65.1% | -3.3% | +68.4% | +65.1% |
| YTD | +44.8% | +55.7% | -10.9% | +25.5% |
| 1Y | +47.8% | +82.0% | -34.3% | +20.9% |
| All | +262.5% | +61.1% | +201.3% | +184.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling