+252.6%
ZETA vs PR
+317.2%
-64.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.7% |
| 7D | +2.7% | +2.9% | -0.3% | +1.9% |
| 30D | +15.8% | +18.0% | -2.2% | +10.9% |
| 3M | +35.4% | +16.9% | +18.6% | +29.1% |
| 6M | +67.1% | +28.2% | +38.9% | +53.9% |
| YTD | +54.1% | +69.3% | -15.3% | +30.4% |
| 1Y | +67.8% | +69.5% | -1.7% | +41.2% |
| 3Y | +311.4% | +81.7% | +229.7% | +229.4% |
| 5Y | +324.8% | +422.2% | -97.4% | +141.4% |
| All | +252.6% | +317.2% | -64.5% | +102.8% |
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