+67.8%
ZETA vs PSA
+7.3%
+60.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.7% |
| 7D | +2.7% | -3.7% | +6.3% | +3.6% |
| 30D | +15.8% | -7.7% | +23.5% | +18.2% |
| 3M | +35.4% | -0.6% | +36.0% | +35.7% |
| 6M | +67.1% | -0.9% | +68.0% | +64.9% |
| YTD | +54.1% | +18.7% | +35.4% | +32.6% |
| 1Y | +67.8% | +7.6% | +60.2% | +49.5% |
| All | +67.8% | +7.3% | +60.6% | +49.5% |
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