+294.5%
ZETA vs PPL
+48.1%
+246.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.1% | +8.1% | +8.2% |
| 7D | +13.2% | 0.0% | +13.2% | +13.2% |
| 30D | +6.0% | +4.3% | +1.7% | +4.4% |
| 3M | +27.3% | +2.9% | +24.4% | +25.9% |
| 6M | +104.6% | +1.1% | +103.5% | +102.4% |
| YTD | +72.3% | +4.5% | +67.9% | +67.0% |
| 1Y | +76.3% | +0.1% | +76.2% | +74.2% |
| 3Y | +325.6% | +55.7% | +269.9% | +234.7% |
| 5Y | +254.2% | +47.6% | +206.6% | +179.7% |
| All | +294.5% | +48.1% | +246.4% | +210.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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