+67.8%
ZETA vs PHM
-6.9%
+74.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | +2.7% | -3.2% | +5.8% | +3.8% |
| 30D | +15.8% | -6.4% | +22.2% | +18.4% |
| 3M | +35.4% | +5.5% | +29.9% | +32.2% |
| 6M | +67.1% | -5.4% | +72.6% | +68.3% |
| YTD | +54.1% | +6.6% | +47.5% | +44.4% |
| 1Y | +67.8% | -8.8% | +76.7% | +63.5% |
| All | +67.8% | -6.9% | +74.8% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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