+90.3%
ZETA vs PSA
+28.0%
+62.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +2.3% |
| 7D | -5.0% | +10.5% | -15.5% | -6.3% |
| 30D | -3.3% | +21.7% | -25.0% | -6.4% |
| 3M | +31.0% | +6.1% | +24.9% | +30.3% |
| 6M | +72.2% | +18.3% | +53.8% | +66.0% |
| YTD | +56.2% | +36.1% | +20.1% | +30.3% |
| 1Y | +90.3% | +29.3% | +61.0% | +66.3% |
| All | +90.3% | +28.0% | +62.3% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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