+319.2%
ZETA vs PCOR
-10.2%
+329.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.0% |
| 7D | +26.5% | +2.2% | +24.3% | +24.9% |
| 30D | +10.3% | +37.4% | -27.2% | -10.9% |
| 3M | +30.5% | +33.2% | -2.7% | +6.8% |
| 6M | +129.4% | +60.6% | +68.8% | +66.2% |
| YTD | +83.1% | +6.2% | +77.0% | +70.1% |
| 1Y | +82.1% | -1.1% | +83.1% | +77.3% |
| 3Y | +352.3% | +48.4% | +303.9% | +218.8% |
| 5Y | +293.1% | -13.1% | +306.3% | +242.0% |
| All | +319.2% | -10.2% | +329.5% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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