+62.7%
ZETA vs PH
+26.6%
+36.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +10.5% | -10.3% | +20.7% | +10.3% |
| 3M | +44.3% | +5.1% | +39.2% | +41.3% |
| 6M | +59.4% | +2.3% | +57.1% | +57.2% |
| YTD | +49.5% | +8.7% | +40.8% | +39.5% |
| 1Y | +62.7% | +26.8% | +35.9% | +33.4% |
| All | +62.7% | +26.6% | +36.0% | +33.4% |
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