+166.4%
PEG vs Z
+10.9%
+155.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.8% | -0.5% | +3.1% |
| 7D | +0.9% | -5.2% | +6.0% | +1.2% |
| 30D | +3.8% | +5.7% | -1.9% | +3.2% |
| 3M | +0.1% | -8.7% | +8.8% | +0.4% |
| 6M | -1.0% | -26.0% | +25.0% | +0.6% |
| YTD | -4.1% | -55.0% | +50.9% | +0.7% |
| 1Y | -6.9% | -58.0% | +51.1% | -1.8% |
| 3Y | +35.6% | -15.2% | +50.8% | +33.6% |
| 5Y | +42.8% | -53.8% | +96.6% | +43.5% |
| 10Y | +160.2% | -14.5% | +174.7% | +131.0% |
| All | +166.4% | +10.9% | +155.5% | +129.8% |
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