+290.4%
ZETA vs PTC
-2.9%
+293.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.0% | +2.0% | -0.1% |
| 7D | +2.7% | -10.3% | +12.9% | +10.2% |
| 30D | +15.8% | +1.1% | +14.7% | +14.6% |
| 3M | +35.4% | +1.6% | +33.8% | +31.9% |
| 6M | +67.1% | -13.5% | +80.6% | +83.7% |
| YTD | +54.1% | -19.1% | +73.1% | +77.7% |
| 1Y | +67.8% | -33.9% | +101.7% | +121.0% |
| All | +290.4% | -2.9% | +293.3% | +241.6% |
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