+74.8%
PBR vs Z
-64.6%
+139.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +4.9% | +1.9% |
| 7D | +4.2% | -11.6% | +15.8% | +3.0% |
| 30D | +22.7% | -8.5% | +31.2% | +21.7% |
| 3M | +21.5% | -7.9% | +29.4% | +21.2% |
| 6M | +24.0% | -29.1% | +53.1% | +22.1% |
| YTD | +88.2% | -54.2% | +142.4% | +83.4% |
| 1Y | +74.8% | -63.5% | +138.4% | +69.9% |
| All | +74.8% | -64.6% | +139.4% | +69.9% |
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