+341.8%
ZETA vs PH
+252.1%
+89.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.3% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | +15.6% | -10.8% | +26.4% | +24.6% |
| 3M | +41.5% | +8.5% | +33.0% | +30.4% |
| 6M | +63.4% | +3.9% | +59.5% | +52.1% |
| YTD | +51.3% | +9.4% | +41.9% | +34.7% |
| 1Y | +65.8% | +26.8% | +39.0% | +30.7% |
| 3Y | +279.2% | +140.8% | +138.4% | +74.4% |
| 5Y | +341.8% | +253.8% | +88.0% | +39.9% |
| All | +341.8% | +252.1% | +89.7% | +39.9% |
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