+239.5%
ZETA vs PPG
-34.1%
+273.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.5% |
| 7D | -3.7% | -6.2% | +2.5% | +0.2% |
| 30D | +5.7% | -7.9% | +13.6% | +11.1% |
| 3M | +50.4% | -10.2% | +60.7% | +59.6% |
| 6M | +65.5% | +2.7% | +62.8% | +58.6% |
| YTD | +48.3% | +4.9% | +43.4% | +38.1% |
| 1Y | +45.4% | -3.2% | +48.6% | +43.3% |
| 3Y | +270.8% | -17.0% | +287.8% | +300.8% |
| 5Y | +336.1% | -23.3% | +359.5% | +354.9% |
| All | +239.5% | -34.1% | +273.6% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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