+2.9%
PCG vs ZETA
+62.1%
-59.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +3.6% |
| 7D | +5.4% | -2.4% | +7.8% | +5.3% |
| 30D | -15.1% | +15.6% | -30.7% | -14.8% |
| 3M | -9.8% | +41.5% | -51.3% | -9.1% |
| 6M | -18.0% | +63.4% | -81.4% | -17.0% |
| YTD | -7.2% | +51.3% | -58.5% | -5.7% |
| 1Y | +2.9% | +65.8% | -62.9% | +4.2% |
| All | +2.9% | +62.1% | -59.3% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling