+243.8%
ZETA vs PGR
+154.5%
+89.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | -6.5% | -3.4% | -3.1% | -5.6% |
| 30D | +4.8% | +1.8% | +3.0% | +4.3% |
| 3M | +53.3% | +5.9% | +47.4% | +50.5% |
| 6M | +66.8% | +4.6% | +62.3% | +64.0% |
| YTD | +50.2% | +1.1% | +49.1% | +48.8% |
| 1Y | +62.0% | -6.6% | +68.6% | +63.9% |
| 3Y | +276.4% | +74.2% | +202.1% | +230.6% |
| 5Y | +341.6% | +159.5% | +182.1% | +227.8% |
| All | +243.8% | +154.5% | +89.3% | +153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling