+792.3%
PH vs Z
-7.0%
+799.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | +0.7% |
| 7D | +0.4% | -3.3% | +3.7% | +1.1% |
| 30D | -10.8% | -3.7% | -7.1% | -10.4% |
| 3M | +8.5% | -7.0% | +15.4% | +9.0% |
| 6M | +3.9% | -29.5% | +33.4% | +10.6% |
| YTD | +9.4% | -52.6% | +62.0% | +26.4% |
| 1Y | +26.8% | -64.0% | +90.8% | +55.2% |
| 3Y | +140.8% | -36.4% | +177.2% | +149.2% |
| 5Y | +253.8% | -65.8% | +319.5% | +293.1% |
| 10Y | +792.3% | -5.8% | +798.2% | +579.3% |
| All | +792.3% | -7.0% | +799.3% | +579.3% |
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