+281.7%
ZETA vs PTC
+32.2%
+249.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.2% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -8.0% | +0.8% | -8.8% | -8.3% |
| 3M | +21.4% | +32.1% | -10.7% | +3.8% |
| 6M | +80.1% | +42.6% | +37.5% | +43.6% |
| YTD | +52.5% | +12.0% | +40.5% | +45.6% |
| 1Y | +58.5% | +12.2% | +46.3% | +51.4% |
| 3Y | +281.7% | +31.2% | +250.5% | +173.9% |
| All | +281.7% | +32.2% | +249.5% | +173.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling