+246.3%
ZETA vs PTC
-1.3%
+247.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | +2.2% |
| 7D | -2.4% | -12.8% | +10.4% | +7.7% |
| 30D | +15.6% | -9.8% | +25.4% | +24.4% |
| 3M | +41.5% | -2.1% | +43.6% | +40.0% |
| 6M | +63.4% | -18.1% | +81.5% | +86.7% |
| YTD | +51.3% | -23.5% | +74.8% | +82.6% |
| 1Y | +65.8% | -37.4% | +103.2% | +132.2% |
| 3Y | +279.2% | -7.2% | +286.4% | +273.4% |
| 5Y | +341.8% | +2.7% | +339.1% | +276.6% |
| All | +246.3% | -1.3% | +247.6% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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