+923.6%
PH vs Z
+25.1%
+898.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | -3.1% | -3.0% | -0.1% | -2.5% |
| 30D | -3.2% | -4.2% | +0.9% | -2.8% |
| 3M | +10.6% | -3.7% | +14.3% | +10.4% |
| 6M | -2.1% | -24.5% | +22.4% | +2.5% |
| YTD | +10.2% | -49.3% | +59.5% | +25.1% |
| 1Y | +28.2% | -58.7% | +86.9% | +51.5% |
| 3Y | +134.9% | -34.1% | +169.0% | +141.4% |
| 5Y | +253.6% | -64.5% | +318.2% | +289.4% |
| 10Y | +804.7% | -0.5% | +805.2% | +581.5% |
| All | +923.6% | +25.1% | +898.5% | +643.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling