+249.0%
ZETA vs PCOR
-12.4%
+261.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.5% |
| 7D | -0.4% | +22.7% | -23.2% | -13.7% |
| 30D | -8.0% | +37.5% | -45.5% | -25.8% |
| 3M | +21.4% | +35.2% | -13.8% | -1.6% |
| 6M | +80.1% | +42.2% | +37.9% | +40.5% |
| YTD | +52.5% | +3.6% | +48.9% | +43.7% |
| 1Y | +58.5% | -4.8% | +63.2% | +57.8% |
| 3Y | +281.7% | +48.3% | +233.3% | +168.3% |
| 5Y | +237.3% | -20.1% | +257.3% | +206.2% |
| All | +249.0% | -12.4% | +261.5% | +203.4% |
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