-5.5%
PFE vs ZETA
+313.7%
-319.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.1% |
| 7D | -2.1% | +26.5% | -28.6% | -2.6% |
| 30D | +3.1% | +10.3% | -7.2% | +2.9% |
| 3M | +11.2% | +30.5% | -19.4% | +10.5% |
| 6M | +15.0% | +129.4% | -114.3% | +12.9% |
| YTD | +23.5% | +83.1% | -59.6% | +21.6% |
| 1Y | +18.9% | +82.1% | -63.2% | +17.0% |
| 3Y | +18.7% | +352.3% | -333.6% | +12.2% |
| 5Y | -24.0% | +293.1% | -317.2% | -27.4% |
| All | -5.5% | +313.7% | -319.1% | -10.2% |
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