+341.8%
ZETA vs PFGC
+110.5%
+231.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.7% |
| 7D | -2.4% | -2.4% | 0.0% | -1.1% |
| 30D | +15.6% | -15.8% | +31.3% | +26.9% |
| 3M | +41.5% | -0.6% | +42.1% | +40.8% |
| 6M | +63.4% | +10.7% | +52.8% | +51.6% |
| YTD | +51.3% | +7.6% | +43.7% | +39.7% |
| 1Y | +65.8% | -7.8% | +73.6% | +68.5% |
| 3Y | +279.2% | +63.7% | +215.5% | +168.0% |
| 5Y | +341.8% | +112.3% | +229.5% | +150.8% |
| All | +341.8% | +110.5% | +231.2% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling