+9.9%
PH vs Z
-59.8%
+69.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +2.8% |
| 7D | +2.0% | -4.6% | +6.6% | +2.0% |
| 30D | -3.7% | +8.3% | -12.0% | -3.8% |
| 3M | -14.0% | -11.6% | -2.4% | -14.1% |
| 6M | +2.1% | -33.6% | +35.8% | +4.6% |
| YTD | +5.1% | -56.7% | +61.7% | +11.9% |
| All | +9.9% | -59.8% | +69.6% | +18.4% |
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