+57.9%
PFG vs ZYBT
-58.9%
+116.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.1% |
| 7D | -0.4% | -3.7% | +3.3% | -0.4% |
| 30D | +2.9% | 0.0% | +2.9% | +2.9% |
| 3M | +6.7% | +72.2% | -65.5% | +8.2% |
| 6M | +33.8% | +103.1% | -69.4% | +34.7% |
| YTD | +35.0% | +34.8% | +0.2% | +36.7% |
| 1Y | +46.4% | -83.2% | +129.6% | +53.4% |
| All | +57.9% | -58.9% | +116.8% | +49.0% |
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