+252.6%
ZETA vs PH
+233.8%
+18.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.9% |
| 7D | +2.7% | -3.1% | +5.7% | +4.8% |
| 30D | +15.8% | -3.2% | +19.1% | +17.2% |
| 3M | +35.4% | +10.6% | +24.8% | +23.3% |
| 6M | +67.1% | -2.1% | +69.2% | +63.4% |
| YTD | +54.1% | +10.2% | +43.9% | +37.0% |
| 1Y | +67.8% | +28.2% | +39.6% | +32.2% |
| 3Y | +311.4% | +134.9% | +176.5% | +99.2% |
| 5Y | +324.8% | +253.6% | +71.2% | +43.2% |
| All | +252.6% | +233.8% | +18.9% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling