+290.4%
ZETA vs PH
+142.4%
+148.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | +2.7% | -3.1% | +5.7% | +4.4% |
| 30D | +15.8% | -3.2% | +19.1% | +17.0% |
| 3M | +35.4% | +10.6% | +24.8% | +24.3% |
| 6M | +67.1% | -2.1% | +69.2% | +64.5% |
| YTD | +54.1% | +10.2% | +43.9% | +38.0% |
| 1Y | +67.8% | +28.2% | +39.6% | +33.3% |
| All | +290.4% | +142.4% | +148.0% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling