+264.7%
ZETA vs PTC
+45.1%
+219.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.2% |
| 7D | +6.2% | +0.8% | +5.4% | +5.8% |
| 30D | -2.0% | +0.7% | -2.8% | -2.4% |
| 3M | +21.7% | +32.6% | -10.9% | -2.2% |
| 6M | +89.1% | +33.6% | +55.6% | +48.5% |
| YTD | +59.3% | +12.4% | +46.9% | +43.6% |
| 1Y | +66.2% | +11.2% | +55.0% | +51.3% |
| 3Y | +297.3% | +31.7% | +265.6% | +200.6% |
| 5Y | +227.5% | +60.1% | +167.4% | +108.7% |
| All | +264.7% | +45.1% | +219.6% | +127.1% |
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