-20.0%
PCG vs ZETA
+356.2%
-376.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -1.0% |
| 7D | -2.0% | +26.5% | -28.4% | -2.5% |
| 30D | -2.7% | +10.3% | -13.0% | -2.9% |
| 3M | -25.1% | +30.5% | -55.6% | -25.6% |
| 6M | -22.3% | +129.4% | -151.7% | -24.1% |
| YTD | -18.5% | +83.1% | -101.6% | -20.0% |
| 1Y | -21.8% | +82.1% | -103.9% | -23.3% |
| All | -20.0% | +356.2% | -376.2% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling