+324.5%
ZETA vs PFGC
+114.7%
+209.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.4% | +7.5% |
| 7D | +18.8% | +1.5% | +17.3% | +17.7% |
| 30D | +12.6% | +17.4% | -4.8% | +2.4% |
| 3M | +29.5% | -2.4% | +31.9% | +29.8% |
| 6M | +128.6% | +18.2% | +110.4% | +104.3% |
| YTD | +85.5% | +23.7% | +61.8% | +57.5% |
| 1Y | +90.6% | +15.0% | +75.6% | +69.3% |
| 3Y | +358.0% | +82.3% | +275.7% | +205.5% |
| 5Y | +282.0% | +131.9% | +150.1% | +106.7% |
| All | +324.5% | +114.7% | +209.8% | +135.5% |
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