+556.1%
PBR vs Z
-65.8%
+621.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +0.3% | -7.1% | +7.4% | +0.6% |
| 30D | +17.5% | -4.8% | +22.3% | +17.7% |
| 3M | +20.9% | -9.3% | +30.2% | +21.2% |
| 6M | +20.2% | -29.0% | +49.2% | +22.0% |
| YTD | +84.3% | -52.9% | +137.2% | +91.4% |
| 1Y | +77.1% | -63.1% | +140.2% | +86.8% |
| 3Y | +100.8% | -36.9% | +137.7% | +103.8% |
| 5Y | +556.1% | -65.5% | +621.6% | +555.8% |
| All | +556.1% | -65.8% | +621.9% | +555.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling