-10.2%
PFE vs ZETA
+237.6%
-247.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | +2.7% | +10.5% | -7.8% | +2.5% |
| 3M | +10.0% | +44.3% | -34.3% | +9.1% |
| 6M | +7.2% | +59.4% | -52.3% | +5.9% |
| YTD | +17.3% | +49.5% | -32.2% | +16.0% |
| 1Y | +20.3% | +62.7% | -42.4% | +18.6% |
| 3Y | -1.6% | +274.6% | -276.3% | -6.7% |
| 5Y | -21.4% | +349.3% | -370.7% | -24.4% |
| All | -10.2% | +237.6% | -247.8% | -14.3% |
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