+324.5%
ZETA vs PH
+237.3%
+87.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.8% | +6.8% | +7.1% |
| 7D | +18.8% | +6.9% | +11.9% | +14.0% |
| 30D | +12.6% | +1.7% | +10.9% | +11.1% |
| 3M | +29.5% | -8.1% | +37.6% | +35.7% |
| 6M | +128.6% | +11.5% | +117.1% | +104.5% |
| YTD | +85.5% | +11.4% | +74.1% | +62.6% |
| 1Y | +90.6% | +14.1% | +76.5% | +64.4% |
| 3Y | +358.0% | +138.2% | +219.8% | +119.2% |
| 5Y | +282.0% | +216.0% | +66.0% | +32.0% |
| All | +324.5% | +237.3% | +87.2% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling