+294.9%
ZETA vs PFG
+92.7%
+202.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.1% |
| 7D | +18.1% | +2.4% | +15.7% | +15.7% |
| 30D | +13.6% | +5.9% | +7.7% | +7.9% |
| 3M | +23.7% | -0.4% | +24.2% | +23.5% |
| 6M | +128.5% | +14.8% | +113.6% | +101.2% |
| YTD | +80.1% | +31.9% | +48.2% | +41.5% |
| 1Y | +98.0% | +38.8% | +59.2% | +49.1% |
| 3Y | +348.6% | +82.4% | +266.2% | +170.0% |
| All | +294.9% | +92.7% | +202.2% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling