+163.8%
PEG vs Z
+6.6%
+157.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | +1.5% | -13.1% | +14.5% | +2.4% |
| 30D | +5.0% | +5.9% | -0.9% | +4.4% |
| 3M | -0.3% | -13.7% | +13.4% | +0.4% |
| 6M | -2.7% | -27.1% | +24.5% | -1.0% |
| YTD | -5.1% | -56.8% | +51.7% | 0.0% |
| 1Y | -8.3% | -60.2% | +52.0% | -2.9% |
| 3Y | +33.0% | -19.7% | +52.7% | +31.5% |
| 5Y | +41.3% | -53.7% | +95.0% | +42.0% |
| 10Y | +164.5% | -16.9% | +181.4% | +135.3% |
| All | +163.8% | +6.6% | +157.2% | +128.2% |
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