+15.5%
PFE vs ZYBT
-58.1%
+73.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.5% | -2.3% |
| 7D | -2.7% | -4.2% | +1.6% | -2.7% |
| 30D | +3.8% | -16.4% | +20.3% | +3.8% |
| 3M | +10.4% | +82.9% | -72.5% | +11.4% |
| 6M | +6.3% | +110.7% | -104.4% | +6.9% |
| YTD | +17.4% | +37.4% | -20.0% | +18.5% |
| 1Y | +21.1% | -80.6% | +101.7% | +23.8% |
| All | +15.5% | -58.1% | +73.6% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling