+69.6%
PBR vs Z
-58.8%
+128.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -2.1% |
| 7D | +8.6% | -3.0% | +11.6% | +8.3% |
| 30D | +12.8% | -4.2% | +17.0% | +12.4% |
| 3M | +14.7% | -3.7% | +18.4% | +15.2% |
| 6M | +25.2% | -24.5% | +49.7% | +24.1% |
| YTD | +77.1% | -49.3% | +126.4% | +72.9% |
| 1Y | +69.6% | -58.7% | +128.2% | +63.8% |
| All | +69.6% | -58.8% | +128.4% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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