+227.5%
ZETA vs PH
+208.5%
+19.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.2% | +0.3% | +1.7% |
| 7D | +6.2% | +3.0% | +3.2% | +4.1% |
| 30D | -2.0% | -0.6% | -1.4% | -2.0% |
| 3M | +21.7% | -10.7% | +32.4% | +30.1% |
| 6M | +89.1% | +9.1% | +80.1% | +70.9% |
| YTD | +59.3% | +9.5% | +49.8% | +40.3% |
| 1Y | +66.2% | +14.0% | +52.1% | +41.8% |
| 3Y | +297.3% | +138.9% | +158.4% | +80.0% |
| 5Y | +227.5% | +209.1% | +18.3% | +6.6% |
| All | +227.5% | +208.5% | +19.0% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling