-8.1%
PFE vs ZETA
+247.9%
-256.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.9% |
| 3M | +12.7% | +35.4% | -22.7% | +11.9% |
| 6M | +10.5% | +67.1% | -56.6% | +9.1% |
| YTD | +20.2% | +54.1% | -33.9% | +18.7% |
| 1Y | +24.1% | +67.8% | -43.8% | +22.2% |
| 3Y | -3.6% | +311.4% | -315.0% | -8.8% |
| 5Y | -20.9% | +324.8% | -345.7% | -23.9% |
| All | -8.1% | +247.9% | -256.0% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling