+324.5%
ZETA vs PFG
+108.9%
+215.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.7% | +8.6% |
| 7D | +18.8% | -2.2% | +21.0% | +21.1% |
| 30D | +12.6% | +6.4% | +6.3% | +6.8% |
| 3M | +29.5% | +2.2% | +27.2% | +26.4% |
| 6M | +128.6% | +16.3% | +112.3% | +99.9% |
| YTD | +85.5% | +33.2% | +52.2% | +45.4% |
| 1Y | +90.6% | +40.6% | +50.0% | +43.1% |
| 3Y | +358.0% | +83.3% | +274.7% | +178.6% |
| 5Y | +282.0% | +97.7% | +184.2% | +111.4% |
| All | +324.5% | +108.9% | +215.6% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling