+67.8%
ZETA vs PGR
-6.1%
+73.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.7% |
| 7D | +2.7% | +0.1% | +2.5% | +2.7% |
| 30D | +15.8% | +2.9% | +12.9% | +15.2% |
| 3M | +35.4% | +12.1% | +23.3% | +33.4% |
| 6M | +67.1% | +3.7% | +63.4% | +64.7% |
| YTD | +54.1% | +2.4% | +51.7% | +52.1% |
| 1Y | +67.8% | -6.4% | +74.2% | +72.3% |
| All | +67.8% | -6.1% | +73.9% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 1y: compounded portfolio wealth divided by compounded PGR 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…
1y analysis · Full analysis span regression · 6 months rolling