+159.4%
PEG vs Z
+25.1%
+134.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | +0.7% | -3.0% | +3.7% | +0.9% |
| 30D | -2.4% | -4.2% | +1.7% | -2.2% |
| 3M | -4.8% | -3.7% | -1.1% | -4.8% |
| 6M | -10.7% | -24.5% | +13.8% | -9.2% |
| YTD | -6.7% | -49.3% | +42.6% | -2.6% |
| 1Y | -6.8% | -58.7% | +51.8% | -1.5% |
| 3Y | +34.5% | -34.1% | +68.6% | +35.3% |
| 5Y | +35.8% | -64.5% | +100.3% | +39.1% |
| 10Y | +141.7% | -0.5% | +142.2% | +112.8% |
| All | +159.4% | +25.1% | +134.3% | +122.4% |
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 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