+19.3%
PH vs Z
-54.2%
+73.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +9.4% | -13.1% | -3.4% |
| 7D | -0.2% | +10.2% | -10.4% | +0.1% |
| 30D | -6.7% | +23.7% | -30.4% | -6.5% |
| 3M | -8.1% | -6.6% | -1.6% | -7.8% |
| 6M | +5.3% | -23.0% | +28.3% | +8.1% |
| YTD | +4.2% | -50.3% | +54.5% | +11.1% |
| 1Y | +19.3% | -53.6% | +72.9% | +28.6% |
| All | +19.3% | -54.2% | +73.5% | +28.6% |
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