+294.5%
ZETA vs PFG
+111.2%
+183.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.5% | +7.7% | +7.7% |
| 7D | +13.2% | +3.0% | +10.3% | +10.6% |
| 30D | +6.0% | +8.2% | -2.2% | -0.9% |
| 3M | +27.3% | +2.7% | +24.7% | +23.9% |
| 6M | +104.6% | +17.2% | +87.4% | +77.8% |
| YTD | +72.3% | +34.8% | +37.6% | +33.9% |
| 1Y | +76.3% | +43.6% | +32.8% | +30.2% |
| 3Y | +325.6% | +85.4% | +240.2% | +156.6% |
| 5Y | +254.2% | +102.2% | +152.1% | +92.9% |
| All | +294.5% | +111.2% | +183.2% | +109.1% |
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 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