+134.5%
PH vs Z
-18.1%
+152.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.5% |
| 7D | +4.3% | +0.8% | +3.5% | +4.2% |
| 30D | +0.1% | +5.2% | -5.0% | -1.4% |
| 3M | -9.4% | -17.0% | +7.7% | -7.4% |
| 6M | +8.8% | -22.7% | +31.4% | +12.1% |
| YTD | +9.6% | -56.3% | +65.9% | +26.7% |
| 1Y | +14.4% | -57.7% | +72.1% | +32.9% |
| 3Y | +134.5% | -16.5% | +151.1% | +137.8% |
| All | +134.5% | -18.1% | +152.6% | +137.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling