+70.4%
PCAR vs ZETA
+311.4%
-241.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +0.5% |
| 7D | -0.5% | +2.7% | -3.2% | -0.8% |
| 30D | -6.2% | +15.8% | -22.0% | -7.5% |
| 3M | +5.9% | +35.4% | -29.5% | +2.9% |
| 6M | +0.4% | +67.1% | -66.7% | -4.7% |
| YTD | +14.8% | +54.1% | -39.2% | +9.3% |
| 1Y | +30.1% | +67.8% | -37.7% | +22.4% |
| All | +70.4% | +311.4% | -241.0% | +32.3% |
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