+279.2%
ZETA vs PSA
+24.4%
+254.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | +15.6% | -8.2% | +23.7% | +19.6% |
| 3M | +41.5% | -2.1% | +43.6% | +42.5% |
| 6M | +63.4% | -0.2% | +63.6% | +61.7% |
| YTD | +51.3% | +18.5% | +32.8% | +36.7% |
| 1Y | +65.8% | +6.6% | +59.2% | +57.7% |
| 3Y | +279.2% | +24.5% | +254.7% | +205.3% |
| All | +279.2% | +24.4% | +254.8% | +205.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling