-24.0%
PFE vs Z
-54.7%
+30.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -2.0% |
| 7D | -2.1% | -4.9% | +2.8% | -1.8% |
| 30D | +3.1% | +3.0% | +0.1% | +2.9% |
| 3M | +11.2% | -13.4% | +24.6% | +11.9% |
| 6M | +15.0% | -27.3% | +42.4% | +16.8% |
| YTD | +23.5% | -57.8% | +81.3% | +28.7% |
| 1Y | +18.9% | -60.0% | +78.9% | +24.2% |
| 3Y | +18.7% | -21.5% | +40.3% | +19.4% |
| 5Y | -24.0% | -55.0% | +30.9% | -26.2% |
| All | -24.0% | -54.7% | +30.7% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling