+35.6%
PFE vs ZETA
+84.8%
-49.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +2.6% |
| 7D | +4.6% | -5.0% | +9.5% | +4.7% |
| 30D | +12.3% | -3.3% | +15.7% | +12.4% |
| 3M | +21.2% | +31.0% | -9.8% | +20.0% |
| 6M | +21.1% | +72.2% | -51.1% | +18.6% |
| YTD | +30.0% | +56.2% | -26.1% | +27.1% |
| 1Y | +35.6% | +90.3% | -54.7% | +29.6% |
| All | +35.6% | +84.8% | -49.2% | +29.6% |
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