Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ZETA vs PR✓SelectedUSD · PRZETA vs PR performance historyLatest closeAs of-4.07%09/04
Stock and ETF performance explorer

ZETA vs PR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+252.6%
PR return
+317.2%
Excess return
-64.5%
Maximum drawdown
-70.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPRExcessAlpha
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