+84.4%
ZETA vs PTC
+10.2%
+74.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.2% | +7.8% | +7.7% |
| 7D | +18.8% | +0.5% | +18.3% | +18.6% |
| 30D | +12.6% | +0.9% | +11.7% | +12.3% |
| 3M | +29.5% | +30.4% | -0.9% | +17.6% |
| 6M | +128.6% | +34.4% | +94.2% | +108.4% |
| YTD | +85.5% | +12.6% | +72.9% | +113.5% |
| All | +84.4% | +10.2% | +74.2% | +117.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling