+196.7%
PH vs Z
-55.4%
+252.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.3% |
| 7D | +2.0% | -4.6% | +6.6% | +2.6% |
| 30D | -3.7% | +8.3% | -12.0% | -6.0% |
| 3M | -14.0% | -11.6% | -2.4% | -13.1% |
| 6M | +2.1% | -33.6% | +35.8% | +9.1% |
| YTD | +5.1% | -56.7% | +61.7% | +22.3% |
| 1Y | +10.9% | -59.1% | +70.1% | +30.6% |
| 3Y | +132.9% | -20.4% | +153.3% | +125.6% |
| All | +196.7% | -55.4% | +252.1% | +199.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling