+148.7%
PEG vs Z
-5.7%
+154.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -0.1% | -7.1% | +7.0% | +0.4% |
| 30D | -1.7% | -4.8% | +3.0% | -1.5% |
| 3M | -6.8% | -9.3% | +2.6% | -6.4% |
| 6M | -11.4% | -29.0% | +17.6% | -9.5% |
| YTD | -7.2% | -52.9% | +45.7% | -2.6% |
| 1Y | -6.1% | -63.1% | +57.0% | +0.3% |
| 3Y | +31.8% | -36.9% | +68.6% | +32.9% |
| 5Y | +35.6% | -65.5% | +101.1% | +39.3% |
| 10Y | +148.7% | -3.9% | +152.6% | +119.4% |
| All | +148.7% | -5.7% | +154.4% | +119.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling