+279.2%
ZETA vs PFGC
+63.1%
+216.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.9% |
| 7D | -2.4% | -2.4% | 0.0% | -1.3% |
| 30D | +15.6% | -15.8% | +31.3% | +25.5% |
| 3M | +41.5% | -0.6% | +42.1% | +40.6% |
| 6M | +63.4% | +10.7% | +52.8% | +52.2% |
| YTD | +51.3% | +7.6% | +43.7% | +39.6% |
| 1Y | +65.8% | -7.8% | +73.6% | +70.6% |
| 3Y | +279.2% | +63.7% | +215.5% | +168.4% |
| All | +279.2% | +63.1% | +216.1% | +168.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling