+231.5%
ZETA vs PPL
+49.3%
+182.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.8% | -8.1% | -7.5% |
| 7D | -10.0% | +1.0% | -11.0% | -10.3% |
| 30D | -10.6% | +6.8% | -17.4% | -12.5% |
| 3M | +8.9% | +3.9% | +5.0% | +7.4% |
| 6M | +65.1% | -2.0% | +67.1% | +65.5% |
| YTD | +44.8% | +5.3% | +39.5% | +40.0% |
| 1Y | +47.8% | +2.2% | +45.6% | +44.8% |
| 3Y | +248.8% | +56.7% | +192.0% | +173.9% |
| 5Y | +220.3% | +49.1% | +171.3% | +152.5% |
| All | +231.5% | +49.3% | +182.2% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling