+76.3%
ZETA vs PH
+14.9%
+61.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.9% | +7.3% | +8.2% |
| 7D | +13.2% | +2.1% | +11.1% | +13.1% |
| 30D | +6.0% | +0.3% | +5.7% | +5.6% |
| 3M | +27.3% | -8.8% | +36.1% | +25.0% |
| 6M | +104.6% | +10.0% | +94.6% | +102.5% |
| YTD | +72.3% | +10.5% | +61.9% | +55.0% |
| 1Y | +76.3% | +15.5% | +60.8% | +47.2% |
| All | +76.3% | +14.9% | +61.4% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling