+918.4%
PBR vs Z
+7.8%
+910.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.1% | +0.7% |
| 7D | -1.0% | +0.8% | -1.9% | -1.2% |
| 30D | -29.3% | +5.2% | -34.5% | -30.4% |
| 3M | +5.5% | -17.0% | +22.6% | +7.9% |
| 6M | -2.9% | -22.7% | +19.8% | -0.2% |
| YTD | +61.5% | -56.3% | +117.8% | +83.1% |
| 1Y | +46.9% | -57.7% | +104.5% | +67.1% |
| 3Y | +66.4% | -16.5% | +83.0% | +56.7% |
| 5Y | +460.3% | -53.4% | +513.7% | +463.5% |
| 10Y | +564.6% | -15.9% | +580.6% | +319.0% |
| All | +918.4% | +7.8% | +910.6% | +460.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling