+344.5%
ZETA vs PSLV
+154.2%
+190.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -3.7% | -3.5% | -0.3% | -2.9% |
| 30D | +5.7% | -2.1% | +7.9% | +6.1% |
| 3M | +50.4% | -1.6% | +52.1% | +50.4% |
| 6M | +65.5% | -25.5% | +91.0% | +75.8% |
| YTD | +48.3% | -11.4% | +59.7% | +42.5% |
| 1Y | +45.4% | +48.6% | -3.2% | +16.2% |
| 3Y | +270.8% | +166.9% | +103.9% | +135.3% |
| All | +344.5% | +154.2% | +190.2% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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