+1,017.3%
PBR vs Z
+25.1%
+992.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.5% |
| 7D | +8.6% | -3.0% | +11.6% | +9.1% |
| 30D | +12.8% | -4.2% | +17.0% | +13.3% |
| 3M | +14.7% | -3.7% | +18.4% | +14.5% |
| 6M | +25.2% | -24.5% | +49.7% | +30.1% |
| YTD | +77.1% | -49.3% | +126.4% | +97.5% |
| 1Y | +69.6% | -58.7% | +128.2% | +95.8% |
| 3Y | +95.6% | -34.1% | +129.7% | +96.6% |
| 5Y | +501.8% | -64.5% | +566.3% | +554.9% |
| 10Y | +640.6% | -0.5% | +641.1% | +353.4% |
| All | +1,017.3% | +25.1% | +992.2% | +504.9% |
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