+14.9%
PFE vs ZYBT
-57.8%
+72.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.5% |
| 7D | -4.0% | -2.5% | -1.6% | -4.0% |
| 30D | +3.9% | -1.2% | +5.1% | +3.9% |
| 3M | +9.9% | +76.7% | -66.8% | +11.0% |
| 6M | +5.3% | +103.6% | -98.3% | +5.9% |
| YTD | +16.8% | +38.3% | -21.5% | +17.9% |
| 1Y | +20.4% | -84.7% | +105.1% | +23.3% |
| All | +14.9% | -57.8% | +72.8% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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