+282.0%
ZETA vs PSA
+27.5%
+254.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.7% | +7.6% |
| 7D | +18.8% | -2.1% | +20.8% | +19.9% |
| 30D | +12.6% | +16.2% | -3.6% | +4.6% |
| 3M | +29.5% | +4.3% | +25.1% | +26.5% |
| 6M | +128.6% | +9.9% | +118.7% | +116.4% |
| YTD | +85.5% | +33.3% | +52.2% | +57.0% |
| 1Y | +90.6% | +25.8% | +64.8% | +66.4% |
| 3Y | +358.0% | +54.8% | +303.2% | +241.3% |
| 5Y | +282.0% | +27.5% | +254.5% | +201.1% |
| All | +282.0% | +27.5% | +254.5% | +201.1% |
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