-5.5%
PFE vs ZETA
+259.8%
-265.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -0.6% |
| 7D | -4.7% | +6.2% | -10.9% | -4.8% |
| 30D | +3.4% | -2.0% | +5.4% | +3.4% |
| 3M | +9.2% | +21.7% | -12.5% | +8.7% |
| 6M | +15.8% | +89.1% | -73.3% | +14.1% |
| YTD | +23.4% | +59.3% | -35.9% | +21.8% |
| 1Y | +25.8% | +66.2% | -40.3% | +24.0% |
| 3Y | +17.8% | +297.3% | -279.5% | +11.6% |
| 5Y | -20.2% | +227.5% | -247.7% | -23.4% |
| All | -5.5% | +259.8% | -265.4% | -10.0% |
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