+324.5%
ZETA vs PPL
+46.7%
+277.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.0% | +8.6% | +7.9% |
| 7D | +18.8% | -1.0% | +19.7% | +19.0% |
| 30D | +12.6% | +3.0% | +9.6% | +11.3% |
| 3M | +29.5% | +1.1% | +28.4% | +28.6% |
| 6M | +128.6% | -0.8% | +129.4% | +127.5% |
| YTD | +85.5% | +3.5% | +82.0% | +80.2% |
| 1Y | +90.6% | -0.9% | +91.5% | +88.8% |
| 3Y | +358.0% | +54.2% | +303.8% | +261.1% |
| 5Y | +282.0% | +46.3% | +235.7% | +202.5% |
| All | +324.5% | +46.7% | +277.8% | +235.2% |
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 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