+146.0%
PCAR vs ZETA
+247.9%
-101.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +0.5% |
| 7D | -0.5% | +2.7% | -3.2% | -0.7% |
| 30D | -6.2% | +15.8% | -22.0% | -7.4% |
| 3M | +5.9% | +35.4% | -29.5% | +3.1% |
| 6M | +0.4% | +67.1% | -66.7% | -4.3% |
| YTD | +14.8% | +54.1% | -39.2% | +9.7% |
| 1Y | +30.1% | +67.8% | -37.7% | +23.0% |
| 3Y | +66.7% | +311.4% | -244.8% | +41.1% |
| 5Y | +166.1% | +324.8% | -158.7% | +118.4% |
| All | +146.0% | +247.9% | -101.9% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling