+129.4%
ZETA vs PSA
+8.9%
+120.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.4% |
| 7D | +26.5% | -2.1% | +28.6% | +25.9% |
| 30D | +10.3% | +15.6% | -5.3% | +13.3% |
| 3M | +30.5% | +4.1% | +26.5% | +31.6% |
| 6M | +129.4% | +9.2% | +120.2% | +149.3% |
| All | +129.4% | +8.9% | +120.4% | +149.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling