+6.3%
PCAR vs ZETA
+55.9%
-49.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.3% | -7.7% | -2.7% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | -4.6% | -8.0% | +3.5% | -4.1% |
| 3M | -22.6% | +21.4% | -44.0% | -23.7% |
| 6M | -12.0% | +80.1% | -92.1% | -16.7% |
| YTD | -6.1% | +52.5% | -58.6% | -9.2% |
| 1Y | +6.3% | +58.5% | -52.2% | +2.4% |
| All | +6.3% | +55.9% | -49.6% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling