+252.6%
ZETA vs PPL
+44.4%
+208.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +2.7% | +2.7% | 0.0% | +1.8% |
| 30D | +15.8% | +0.5% | +15.4% | +15.6% |
| 3M | +35.4% | +0.7% | +34.8% | +34.5% |
| 6M | +67.1% | -7.6% | +74.7% | +70.8% |
| YTD | +54.1% | +1.8% | +52.2% | +50.8% |
| 1Y | +67.8% | -0.8% | +68.6% | +66.0% |
| 3Y | +311.4% | +56.9% | +254.5% | +221.2% |
| 5Y | +324.8% | +39.5% | +285.3% | +238.7% |
| All | +252.6% | +44.4% | +208.3% | +180.4% |
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