+110.5%
PCAR vs ZETA
+313.7%
-203.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -1.6% |
| 7D | +2.1% | +26.5% | -24.4% | +0.2% |
| 30D | -1.2% | +10.3% | -11.5% | -2.0% |
| 3M | -18.6% | +30.5% | -49.1% | -20.4% |
| 6M | -5.1% | +129.4% | -134.4% | -11.7% |
| YTD | -1.8% | +83.1% | -84.9% | -7.5% |
| 1Y | +10.6% | +82.1% | -71.4% | +4.1% |
| 3Y | +34.9% | +352.3% | -317.4% | +13.3% |
| 5Y | +114.0% | +293.1% | -179.2% | +77.0% |
| All | +110.5% | +313.7% | -203.2% | +75.0% |
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