+252.6%
ZETA vs PSA
+29.0%
+223.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.5% |
| 7D | +2.7% | -3.7% | +6.3% | +4.4% |
| 30D | +15.8% | -7.7% | +23.5% | +20.0% |
| 3M | +35.4% | -0.6% | +36.0% | +35.4% |
| 6M | +67.1% | -0.9% | +68.0% | +66.1% |
| YTD | +54.1% | +18.7% | +35.4% | +39.5% |
| 1Y | +67.8% | +7.6% | +60.2% | +59.3% |
| 3Y | +311.4% | +23.7% | +287.8% | +253.6% |
| 5Y | +324.8% | +13.7% | +311.1% | +325.0% |
| All | +252.6% | +29.0% | +223.6% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling