+254.2%
ZETA vs PCOR
-17.9%
+272.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.3% | +8.4% | +8.3% |
| 7D | +13.2% | +20.7% | -7.5% | -0.9% |
| 30D | +6.0% | +35.7% | -29.7% | -13.9% |
| 3M | +27.3% | +31.1% | -3.7% | +4.9% |
| 6M | +104.6% | +43.1% | +61.5% | +58.5% |
| YTD | +72.3% | +4.8% | +67.5% | +61.0% |
| 1Y | +76.3% | -3.7% | +80.0% | +74.3% |
| 3Y | +325.6% | +46.5% | +279.1% | +199.0% |
| 5Y | +254.2% | -17.3% | +271.5% | +224.1% |
| All | +254.2% | -17.9% | +272.2% | +224.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling