+90.3%
ZETA vs PFG
+46.8%
+43.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | -1.1% |
| 7D | -5.0% | +4.9% | -9.9% | -9.0% |
| 30D | -3.3% | +5.7% | -9.0% | -8.3% |
| 3M | +31.0% | +2.6% | +28.4% | +27.5% |
| 6M | +72.2% | +19.8% | +52.4% | +39.5% |
| YTD | +56.2% | +36.3% | +19.9% | +12.4% |
| 1Y | +90.3% | +47.9% | +42.4% | +27.1% |
| All | +90.3% | +46.8% | +43.5% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling