+38.7%
PCG vs ZETA
+247.9%
-209.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +2.6% |
| 7D | -13.9% | +2.7% | -16.5% | -14.0% |
| 30D | -16.9% | +15.8% | -32.7% | -17.6% |
| 3M | -14.7% | +35.4% | -50.2% | -16.3% |
| 6M | -23.8% | +67.1% | -90.9% | -26.4% |
| YTD | -10.5% | +54.1% | -64.6% | -13.4% |
| 1Y | -5.1% | +67.8% | -72.9% | -9.1% |
| 3Y | -11.6% | +311.4% | -323.0% | -25.2% |
| 5Y | +59.0% | +324.8% | -265.8% | +30.7% |
| All | +38.7% | +247.9% | -209.2% | +17.5% |
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