+294.9%
ZETA vs PCOR
-11.9%
+306.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.0% |
| 7D | +18.1% | +3.0% | +15.1% | +16.0% |
| 30D | +13.6% | +38.7% | -25.1% | -9.0% |
| 3M | +23.7% | +24.9% | -1.1% | +5.3% |
| 6M | +128.5% | +68.8% | +59.7% | +59.6% |
| YTD | +80.1% | +6.7% | +73.4% | +66.5% |
| 1Y | +98.0% | +3.0% | +95.0% | +87.6% |
| 3Y | +348.6% | +48.6% | +300.0% | +212.3% |
| All | +294.9% | -11.9% | +306.8% | +243.2% |
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