-24.8%
PCG vs ZYBT
-58.1%
+33.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.9% | +5.5% | +3.6% |
| 7D | +5.4% | -4.2% | +9.6% | +5.4% |
| 30D | -15.1% | -16.4% | +1.3% | -15.1% |
| 3M | -9.8% | +82.9% | -92.7% | -10.6% |
| 6M | -18.0% | +110.7% | -128.7% | -19.2% |
| YTD | -7.2% | +37.4% | -44.6% | -8.0% |
| 1Y | +2.9% | -80.6% | +83.5% | +5.6% |
| All | -24.8% | -58.1% | +33.3% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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