+26.3%
PCG vs ZETA
+244.4%
-218.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.3% | -7.3% | -2.2% |
| 7D | -1.6% | -0.4% | -1.1% | -1.6% |
| 30D | +1.4% | -8.0% | +9.4% | +1.8% |
| 3M | -23.4% | +21.4% | -44.8% | -24.3% |
| 6M | -19.4% | +80.1% | -99.5% | -22.4% |
| YTD | -18.5% | +52.5% | -71.0% | -21.1% |
| 1Y | -19.5% | +58.5% | -78.0% | -22.5% |
| 3Y | -21.0% | +281.7% | -302.7% | -32.7% |
| 5Y | +13.7% | +237.3% | -223.5% | -5.7% |
| All | +26.3% | +244.4% | -218.1% | +7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling