+246.3%
ZETA vs PFG
+109.5%
+136.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -0.6% |
| 7D | -2.4% | +6.0% | -8.4% | -7.2% |
| 30D | +15.6% | +2.2% | +13.4% | +13.3% |
| 3M | +41.5% | +10.4% | +31.1% | +29.8% |
| 6M | +63.4% | +27.8% | +35.6% | +32.6% |
| YTD | +51.3% | +33.6% | +17.7% | +18.8% |
| 1Y | +65.8% | +49.3% | +16.5% | +19.0% |
| 3Y | +279.2% | +69.7% | +209.5% | +145.7% |
| 5Y | +341.8% | +111.3% | +230.4% | +135.9% |
| All | +246.3% | +109.5% | +136.8% | +85.6% |
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