+252.6%
ZETA vs PTEN
+35.9%
+216.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -3.8% |
| 7D | +2.7% | +0.7% | +1.9% | +2.3% |
| 30D | +15.8% | +31.2% | -15.4% | +7.5% |
| 3M | +35.4% | +2.0% | +33.4% | +32.8% |
| 6M | +67.1% | +42.4% | +24.7% | +46.7% |
| YTD | +54.1% | +109.2% | -55.1% | +19.5% |
| 1Y | +67.8% | +122.3% | -54.5% | +27.0% |
| 3Y | +311.4% | -5.6% | +317.0% | +280.4% |
| 5Y | +324.8% | +86.5% | +238.3% | +212.9% |
| All | +252.6% | +35.9% | +216.7% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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