+67.8%
ZETA vs PFGC
-5.1%
+72.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -4.0% |
| 7D | +2.7% | -2.2% | +4.9% | +2.8% |
| 30D | +15.8% | -11.9% | +27.7% | +16.7% |
| 3M | +35.4% | +5.0% | +30.4% | +35.5% |
| 6M | +67.1% | +8.6% | +58.5% | +65.4% |
| YTD | +54.1% | +9.7% | +44.4% | +51.0% |
| 1Y | +67.8% | -6.3% | +74.1% | +72.4% |
| All | +67.8% | -5.1% | +72.9% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling