+19.3%
PH vs ZYBT
-42.3%
+61.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -3.7% |
| 7D | -0.2% | -3.5% | +3.3% | -0.2% |
| 30D | -6.7% | +15.1% | -21.8% | -6.7% |
| 3M | -8.1% | +7.0% | -15.2% | -8.1% |
| 6M | +5.3% | +37.7% | -32.3% | +6.1% |
| YTD | +4.2% | +19.1% | -14.9% | +3.8% |
| 1Y | +19.3% | -38.3% | +57.6% | +20.4% |
| All | +19.3% | -42.3% | +61.7% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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