+447.1%
PBR vs Z
-54.5%
+501.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.6% |
| 7D | -9.1% | -13.1% | +3.9% | -8.7% |
| 30D | -29.9% | +5.9% | -35.8% | -30.1% |
| 3M | +2.3% | -13.7% | +16.0% | +2.7% |
| 6M | -10.9% | -27.1% | +16.2% | -9.8% |
| YTD | +56.9% | -56.8% | +113.7% | +64.0% |
| 1Y | +38.0% | -60.2% | +98.2% | +45.1% |
| 3Y | +64.8% | -19.7% | +84.5% | +64.4% |
| 5Y | +447.1% | -53.7% | +500.8% | +475.0% |
| All | +447.1% | -54.5% | +501.6% | +475.0% |
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