+31.8%
PCAR vs ZETA
+273.0%
-241.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.3% | -7.7% | -2.8% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | -4.6% | -8.0% | +3.5% | -4.0% |
| 3M | -22.6% | +21.4% | -44.0% | -23.9% |
| 6M | -12.0% | +80.1% | -92.1% | -16.8% |
| YTD | -6.1% | +52.5% | -58.6% | -10.5% |
| 1Y | +6.3% | +58.5% | -52.2% | +0.9% |
| 3Y | +31.8% | +281.7% | -249.9% | +7.3% |
| All | +31.8% | +273.0% | -241.2% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling