+20.2%
PG vs ZETA
+237.6%
-217.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -2.0% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -2.6% | +10.5% | -13.1% | -2.6% |
| 3M | -3.3% | +44.3% | -47.6% | -3.5% |
| 6M | -6.7% | +59.4% | -66.2% | -7.0% |
| YTD | +1.7% | +49.5% | -47.7% | +1.5% |
| 1Y | -7.9% | +62.7% | -70.6% | -8.3% |
| 3Y | +0.9% | +274.6% | -273.7% | -0.9% |
| 5Y | +12.6% | +349.3% | -336.7% | +12.4% |
| All | +20.2% | +237.6% | -217.4% | +21.5% |
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