+264.7%
ZETA vs PCOR
-11.1%
+275.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +3.6% |
| 7D | +6.2% | +22.2% | -16.0% | -7.5% |
| 30D | -2.0% | +36.0% | -38.1% | -20.3% |
| 3M | +21.7% | +34.0% | -12.3% | -0.8% |
| 6M | +89.1% | +43.5% | +45.6% | +46.9% |
| YTD | +59.3% | +5.1% | +54.2% | +48.9% |
| 1Y | +66.2% | -3.9% | +70.1% | +64.7% |
| 3Y | +297.3% | +52.9% | +244.4% | +174.3% |
| 5Y | +227.5% | -18.7% | +246.1% | +194.3% |
| All | +264.7% | -11.1% | +275.8% | +214.1% |
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