+13.4%
PG vs ZETA
+332.4%
-319.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.6% |
| 6M | -3.8% | +65.5% | -69.3% | -4.2% |
| YTD | +3.6% | +48.3% | -44.7% | +3.3% |
| 1Y | -5.7% | +45.4% | -51.1% | -6.1% |
| 3Y | +1.6% | +270.8% | -269.2% | -1.0% |
| All | +13.4% | +332.4% | -319.0% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling