+695.9%
PH vs Z
-16.5%
+712.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.8% |
| 7D | +4.3% | +0.8% | +3.5% | +4.1% |
| 30D | +0.1% | +5.2% | -5.0% | -1.8% |
| 3M | -9.4% | -17.0% | +7.7% | -6.9% |
| 6M | +8.8% | -22.7% | +31.4% | +12.4% |
| YTD | +9.6% | -56.3% | +65.9% | +27.5% |
| 1Y | +14.4% | -57.7% | +72.1% | +33.8% |
| 3Y | +134.5% | -16.5% | +151.1% | +125.6% |
| 5Y | +204.4% | -53.4% | +257.8% | +216.7% |
| All | +695.9% | -16.5% | +712.3% | +512.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling