+22.4%
PG vs ZETA
+235.0%
-212.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +1.6% |
| 7D | -0.8% | -3.7% | +2.9% | -0.8% |
| 30D | +0.8% | +5.7% | -4.9% | +0.8% |
| 3M | -1.3% | +50.4% | -51.8% | -1.5% |
| 6M | -3.8% | +65.5% | -69.3% | -4.1% |
| YTD | +3.6% | +48.3% | -44.7% | +3.4% |
| 1Y | -5.7% | +45.4% | -51.1% | -6.0% |
| 3Y | +1.6% | +270.8% | -269.2% | -0.3% |
| 5Y | +14.6% | +336.1% | -321.5% | +14.3% |
| All | +22.4% | +235.0% | -212.6% | +23.7% |
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 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