+349.3%
ZETA vs PHM
+152.6%
+196.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | -0.1% | -3.9% | +3.8% | +1.8% |
| 30D | +10.5% | -8.6% | +19.0% | +15.0% |
| 3M | +44.3% | -2.9% | +47.2% | +45.3% |
| 6M | +59.4% | -5.7% | +65.1% | +61.9% |
| YTD | +49.5% | +1.9% | +47.6% | +45.2% |
| 1Y | +62.7% | -12.3% | +75.0% | +69.4% |
| 3Y | +274.6% | +50.8% | +223.9% | +188.9% |
| 5Y | +349.3% | +157.3% | +192.0% | +160.1% |
| All | +349.3% | +152.6% | +196.8% | +160.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling