+0.7%
PFE vs ZETA
+280.9%
-280.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.8% | -1.2% |
| 7D | +1.8% | +2.7% | -0.9% | +1.7% |
| 30D | +10.2% | +15.8% | -5.6% | +10.0% |
| 3M | +12.7% | +35.4% | -22.7% | +12.1% |
| 6M | +10.5% | +67.1% | -56.6% | +9.6% |
| YTD | +20.2% | +54.1% | -33.9% | +19.1% |
| 1Y | +24.1% | +67.8% | -43.8% | +22.7% |
| All | +0.7% | +280.9% | -280.3% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling