+108.6%
PCAR vs ZETA
+259.8%
-151.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.5% | -0.8% | +3.3% |
| 7D | +2.9% | +6.2% | -3.3% | +2.4% |
| 30D | -2.1% | -2.0% | -0.1% | -2.1% |
| 3M | -20.4% | +21.7% | -42.1% | -21.7% |
| 6M | -7.0% | +89.1% | -96.1% | -12.2% |
| YTD | -2.6% | +59.3% | -62.0% | -7.3% |
| 1Y | +9.8% | +66.2% | -56.4% | +4.0% |
| 3Y | +37.3% | +297.3% | -260.0% | +16.4% |
| 5Y | +116.4% | +227.5% | -111.0% | +81.3% |
| All | +108.6% | +259.8% | -151.2% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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