+55.0%
PFG vs ZYBT
-58.4%
+113.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | +3.2% | -3.7% | +6.9% | +3.2% |
| 30D | +0.9% | -12.8% | +13.7% | +0.9% |
| 3M | +7.7% | +76.2% | -68.5% | +9.2% |
| 6M | +29.0% | +109.3% | -80.4% | +29.8% |
| YTD | +32.5% | +36.5% | -4.1% | +34.2% |
| 1Y | +47.3% | -84.0% | +131.3% | +54.5% |
| All | +55.0% | -58.4% | +113.4% | +46.2% |
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