+275.4%
ZETA vs PPG
-17.7%
+293.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.7% |
| 7D | -6.5% | -5.1% | -1.3% | -3.5% |
| 30D | +4.8% | -9.6% | +14.4% | +11.3% |
| 3M | +53.3% | -6.4% | +59.8% | +57.9% |
| 6M | +66.8% | +0.5% | +66.3% | +61.7% |
| YTD | +50.2% | +4.4% | +45.7% | +38.2% |
| 1Y | +62.0% | -0.9% | +62.9% | +55.5% |
| All | +275.4% | -17.7% | +293.1% | +293.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling