+255.0%
ZETA vs PFGC
+129.3%
+125.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.9% | +8.6% |
| 7D | +13.2% | +15.0% | -1.8% | +3.8% |
| 30D | +6.0% | +17.0% | -11.0% | -4.2% |
| 3M | +27.3% | -2.5% | +29.8% | +27.8% |
| 6M | +104.6% | +19.2% | +85.4% | +79.9% |
| YTD | +72.3% | +23.4% | +48.9% | +44.1% |
| 1Y | +76.3% | +13.9% | +62.5% | +55.8% |
| 3Y | +325.6% | +82.0% | +243.6% | +169.4% |
| All | +255.0% | +129.3% | +125.7% | +74.8% |
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