+242.2%
ZETA vs PFG
+107.7%
+134.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.4% |
| 7D | -0.1% | +3.2% | -3.3% | -2.6% |
| 30D | +10.5% | +0.9% | +9.5% | +9.5% |
| 3M | +44.3% | +7.7% | +36.6% | +35.2% |
| 6M | +59.4% | +29.0% | +30.5% | +28.5% |
| YTD | +49.5% | +32.5% | +17.0% | +18.3% |
| 1Y | +62.7% | +47.3% | +15.4% | +18.1% |
| 3Y | +274.6% | +68.2% | +206.4% | +144.6% |
| 5Y | +349.3% | +108.5% | +240.9% | +142.1% |
| All | +242.2% | +107.7% | +134.5% | +84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling