+115.2%
PCAR vs ZETA
+281.0%
-165.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | +4.9% | +18.1% | -13.2% | +3.5% |
| 30D | -1.4% | +13.6% | -15.0% | -2.5% |
| 3M | -18.1% | +23.7% | -41.9% | -19.7% |
| 6M | -4.0% | +128.5% | -132.5% | -11.0% |
| YTD | -1.5% | +80.1% | -81.6% | -7.3% |
| 1Y | +13.2% | +98.0% | -84.8% | +5.5% |
| 3Y | +35.8% | +348.6% | -312.8% | +12.6% |
| All | +115.2% | +281.0% | -165.7% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling