+252.6%
ZETA vs PCOR
-32.6%
+285.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -1.4% |
| 7D | +2.7% | -9.0% | +11.6% | +8.9% |
| 30D | +15.8% | +4.2% | +11.6% | +12.7% |
| 3M | +35.4% | +14.4% | +21.0% | +23.1% |
| 6M | +67.1% | +0.2% | +66.9% | +64.4% |
| YTD | +54.1% | -20.3% | +74.3% | +74.5% |
| 1Y | +67.8% | -16.1% | +84.0% | +84.2% |
| 3Y | +311.4% | -14.7% | +326.1% | +311.6% |
| 5Y | +324.8% | -43.2% | +368.0% | +362.4% |
| All | +252.6% | -32.6% | +285.2% | +268.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling