+243.8%
ZETA vs PSA
+25.8%
+217.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -6.5% | -3.6% | -2.8% | -4.9% |
| 30D | +4.8% | -9.4% | +14.2% | +9.5% |
| 3M | +53.3% | -8.2% | +61.5% | +59.1% |
| 6M | +66.8% | -1.8% | +68.7% | +66.4% |
| YTD | +50.2% | +15.7% | +34.4% | +37.5% |
| 1Y | +62.0% | +6.3% | +55.8% | +54.7% |
| 3Y | +276.4% | +21.6% | +254.8% | +226.1% |
| 5Y | +341.6% | +13.5% | +328.2% | +346.9% |
| All | +243.8% | +25.8% | +217.9% | +246.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling