+21.1%
PFE vs ZETA
+62.1%
-41.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.3% |
| 7D | -2.7% | -2.4% | -0.2% | -2.6% |
| 30D | +3.8% | +15.6% | -11.7% | +3.3% |
| 3M | +10.4% | +41.5% | -31.1% | +8.9% |
| 6M | +6.3% | +63.4% | -57.2% | +3.8% |
| YTD | +17.4% | +51.3% | -33.9% | +14.8% |
| 1Y | +21.1% | +65.8% | -44.7% | +18.0% |
| All | +21.1% | +62.1% | -41.0% | +18.0% |
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 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