+252.6%
ZETA vs PHM
+135.1%
+117.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | +2.7% | -3.2% | +5.8% | +4.1% |
| 30D | +15.8% | -6.4% | +22.2% | +19.1% |
| 3M | +35.4% | +5.5% | +29.9% | +31.3% |
| 6M | +67.1% | -5.4% | +72.6% | +69.5% |
| YTD | +54.1% | +6.6% | +47.5% | +47.0% |
| 1Y | +67.8% | -8.8% | +76.7% | +71.5% |
| 3Y | +311.4% | +54.1% | +257.3% | +220.7% |
| 5Y | +324.8% | +144.5% | +180.3% | +142.7% |
| All | +252.6% | +135.1% | +117.5% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling