+61.7%
PBR vs Z
-19.0%
+80.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.5% |
| 7D | -9.1% | -13.1% | +3.9% | -8.9% |
| 30D | -29.9% | +5.9% | -35.8% | -30.0% |
| 3M | +2.3% | -13.7% | +16.0% | +2.6% |
| 6M | -10.9% | -27.1% | +16.2% | -9.8% |
| YTD | +56.9% | -56.8% | +113.7% | +64.7% |
| 1Y | +38.0% | -60.2% | +98.2% | +46.0% |
| All | +61.7% | -19.0% | +80.7% | +65.8% |
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 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