+28.0%
PCG vs ZETA
+259.8%
-231.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.2% | +1.1% |
| 7D | -1.1% | +6.2% | -7.3% | -1.4% |
| 30D | +0.1% | -2.0% | +2.1% | +0.1% |
| 3M | -24.4% | +21.7% | -46.1% | -25.3% |
| 6M | -17.7% | +89.1% | -106.8% | -21.0% |
| YTD | -17.4% | +59.3% | -76.7% | -20.3% |
| 1Y | -19.4% | +66.2% | -85.5% | -22.5% |
| 3Y | -18.6% | +297.3% | -315.9% | -30.8% |
| 5Y | +10.2% | +227.5% | -217.3% | -8.7% |
| All | +28.0% | +259.8% | -231.8% | +8.2% |
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 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