+264.7%
ZETA vs PPL
+48.0%
+216.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.6% |
| 7D | +6.2% | -1.2% | +7.4% | +6.6% |
| 30D | -2.0% | +4.2% | -6.3% | -3.4% |
| 3M | +21.7% | +1.5% | +20.2% | +20.8% |
| 6M | +89.1% | +1.0% | +88.1% | +87.1% |
| YTD | +59.3% | +4.4% | +54.9% | +54.4% |
| 1Y | +66.2% | +0.8% | +65.4% | +63.7% |
| 3Y | +297.3% | +56.5% | +240.8% | +211.6% |
| 5Y | +227.5% | +47.7% | +179.8% | +158.7% |
| All | +264.7% | +48.0% | +216.7% | +187.2% |
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