+52.0%
PH vs ZYBT
-58.9%
+110.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.7% |
| 7D | -1.3% | -3.7% | +2.4% | -1.3% |
| 30D | -11.0% | 0.0% | -11.0% | -11.0% |
| 3M | +5.5% | +72.2% | -66.7% | +5.5% |
| 6M | +1.5% | +103.1% | -101.7% | +0.4% |
| YTD | +8.8% | +34.8% | -26.0% | +8.5% |
| 1Y | +24.5% | -83.2% | +107.7% | +29.5% |
| All | +52.0% | -58.9% | +110.9% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling