+249.0%
ZETA vs PPL
+48.4%
+200.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.8% | +5.5% |
| 7D | -0.4% | +0.4% | -0.9% | -0.6% |
| 30D | -8.0% | +5.4% | -13.5% | -9.7% |
| 3M | +21.4% | +4.3% | +17.1% | +19.5% |
| 6M | +80.1% | -1.3% | +81.4% | +79.9% |
| YTD | +52.5% | +4.7% | +47.8% | +47.7% |
| 1Y | +58.5% | +1.3% | +57.2% | +55.8% |
| 3Y | +281.7% | +57.2% | +224.5% | +198.9% |
| 5Y | +237.3% | +48.2% | +189.0% | +166.3% |
| All | +249.0% | +48.4% | +200.6% | +174.7% |
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