+99.9%
PBR vs Z
-37.5%
+137.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.4% | +10.0% | +3.7% |
| 7D | +2.5% | -3.3% | +5.7% | +2.5% |
| 30D | +19.4% | -3.7% | +23.1% | +19.4% |
| 3M | +20.8% | -7.0% | +27.8% | +21.0% |
| 6M | +23.5% | -29.5% | +53.0% | +25.5% |
| YTD | +83.4% | -52.6% | +136.0% | +91.8% |
| 1Y | +77.6% | -64.0% | +141.6% | +90.4% |
| 3Y | +99.9% | -36.4% | +136.3% | +112.1% |
| All | +99.9% | -37.5% | +137.3% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling