+242.2%
ZETA vs PPG
-33.1%
+275.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | +0.3% |
| 7D | -0.1% | -3.7% | +3.7% | +2.3% |
| 30D | +10.5% | -7.2% | +17.7% | +15.6% |
| 3M | +44.3% | -7.3% | +51.6% | +50.1% |
| 6M | +59.4% | +0.3% | +59.2% | +55.6% |
| YTD | +49.5% | +6.5% | +43.0% | +37.8% |
| 1Y | +62.7% | +0.5% | +62.1% | +56.5% |
| 3Y | +274.6% | -15.3% | +289.9% | +299.9% |
| 5Y | +349.3% | -22.9% | +372.2% | +363.6% |
| All | +242.2% | -33.1% | +275.2% | +250.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling