+349.3%
ZETA vs PSA
+10.8%
+338.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.1% |
| 7D | -0.1% | -2.2% | +2.2% | +1.0% |
| 30D | +10.5% | -9.6% | +20.0% | +15.6% |
| 3M | +44.3% | -7.9% | +52.2% | +49.6% |
| 6M | +59.4% | -2.0% | +61.4% | +59.1% |
| YTD | +49.5% | +15.7% | +33.7% | +36.6% |
| 1Y | +62.7% | +5.8% | +56.9% | +55.5% |
| 3Y | +274.6% | +21.6% | +253.1% | +223.0% |
| 5Y | +349.3% | +13.1% | +336.2% | +337.9% |
| All | +349.3% | +10.8% | +338.5% | +337.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling