+231.5%
ZETA vs PR
+283.6%
-52.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.9% | -2.4% | -6.1% |
| 7D | -10.0% | -16.5% | +6.6% | -6.0% |
| 30D | -10.6% | -4.5% | -6.0% | -9.8% |
| 3M | +8.9% | +8.5% | +0.3% | +6.0% |
| 6M | +65.1% | -3.3% | +68.4% | +64.3% |
| YTD | +44.8% | +55.7% | -10.9% | +24.7% |
| 1Y | +47.8% | +82.0% | -34.3% | +21.0% |
| 3Y | +248.8% | +62.5% | +186.3% | +186.9% |
| 5Y | +220.3% | +223.9% | -3.6% | +99.0% |
| All | +231.5% | +283.6% | -52.1% | +93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling