+242.2%
ZETA vs PFGC
+84.6%
+157.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.5% |
| 7D | -0.1% | -3.7% | +3.6% | +2.1% |
| 30D | +10.5% | -16.0% | +26.4% | +21.3% |
| 3M | +44.3% | -4.1% | +48.4% | +46.7% |
| 6M | +59.4% | +8.7% | +50.7% | +49.5% |
| YTD | +49.5% | +6.4% | +43.1% | +39.2% |
| 1Y | +62.7% | -8.4% | +71.0% | +65.8% |
| 3Y | +274.6% | +61.8% | +212.9% | +168.3% |
| 5Y | +349.3% | +108.7% | +240.6% | +161.0% |
| All | +242.2% | +84.6% | +157.6% | +108.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling