-5.7%
PG vs Z
-62.2%
+56.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +1.3% |
| 7D | -0.8% | -6.0% | +5.2% | -0.4% |
| 30D | +0.8% | -2.3% | +3.1% | +0.9% |
| 3M | -1.3% | -0.6% | -0.7% | -1.5% |
| 6M | -3.8% | -27.6% | +23.8% | -3.2% |
| YTD | +3.6% | -52.4% | +56.0% | +7.6% |
| 1Y | -5.7% | -63.6% | +57.9% | +1.8% |
| All | -5.7% | -62.2% | +56.4% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling