+243.8%
ZETA vs PHM
+119.9%
+123.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.4% |
| 7D | -6.5% | -6.4% | -0.1% | -3.8% |
| 30D | +4.8% | -12.1% | +16.9% | +10.7% |
| 3M | +53.3% | -1.5% | +54.9% | +53.3% |
| 6M | +66.8% | -6.0% | +72.8% | +69.5% |
| YTD | +50.2% | -0.3% | +50.5% | +47.5% |
| 1Y | +62.0% | -13.3% | +75.4% | +69.3% |
| 3Y | +276.4% | +47.6% | +228.8% | +199.6% |
| 5Y | +341.6% | +154.7% | +186.9% | +164.8% |
| All | +243.8% | +119.9% | +123.8% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling