+242.2%
ZETA vs PSLV
+122.6%
+119.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.8% |
| 7D | -0.1% | +3.3% | -3.4% | -0.9% |
| 30D | +10.5% | +2.1% | +8.3% | +9.7% |
| 3M | +44.3% | +7.1% | +37.2% | +41.2% |
| 6M | +59.4% | -21.6% | +81.0% | +67.2% |
| YTD | +49.5% | -6.7% | +56.2% | +41.9% |
| 1Y | +62.7% | +59.3% | +3.4% | +28.0% |
| 3Y | +274.6% | +182.1% | +92.5% | +136.1% |
| 5Y | +349.3% | +162.6% | +186.7% | +166.4% |
| All | +242.2% | +122.6% | +119.6% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling