+23.4%
PFE vs Z
-19.0%
+42.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | -3.0% | -13.1% | +10.1% | -2.0% |
| 30D | +5.2% | +5.9% | -0.6% | +4.8% |
| 3M | +12.2% | -13.7% | +25.9% | +13.1% |
| 6M | +17.8% | -27.1% | +44.9% | +19.6% |
| YTD | +26.2% | -56.8% | +83.0% | +31.5% |
| 1Y | +23.2% | -60.2% | +83.4% | +28.9% |
| All | +23.4% | -19.0% | +42.4% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling