+341.6%
ZETA vs PNC
+50.6%
+291.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.3% |
| 7D | -6.5% | -0.9% | -5.6% | -5.8% |
| 30D | +4.8% | -4.4% | +9.3% | +8.3% |
| 3M | +53.3% | +5.3% | +48.1% | +47.1% |
| 6M | +66.8% | +19.6% | +47.2% | +44.4% |
| YTD | +50.2% | +19.1% | +31.0% | +29.9% |
| 1Y | +62.0% | +24.3% | +37.7% | +35.9% |
| 3Y | +276.4% | +132.2% | +144.2% | +100.8% |
| 5Y | +341.6% | +52.3% | +289.3% | +232.7% |
| All | +341.6% | +50.6% | +291.0% | +232.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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