+312.3%
ZETA vs PTC
+45.2%
+267.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | +18.1% | +0.5% | +17.6% | +17.8% |
| 30D | +13.6% | +1.2% | +12.4% | +12.8% |
| 3M | +23.7% | +27.4% | -3.6% | +2.4% |
| 6M | +128.5% | +39.2% | +89.3% | +73.7% |
| YTD | +80.1% | +12.5% | +67.6% | +62.3% |
| 1Y | +98.0% | +12.3% | +85.7% | +78.7% |
| 3Y | +348.6% | +28.8% | +319.8% | +245.7% |
| 5Y | +286.6% | +60.9% | +225.7% | +145.7% |
| All | +312.3% | +45.2% | +267.1% | +156.7% |
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