+51.9%
PH vs ZYBT
-58.4%
+110.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.7% |
| 7D | 0.0% | -3.7% | +3.7% | 0.0% |
| 30D | -10.3% | -12.8% | +2.5% | -10.3% |
| 3M | +5.1% | +76.2% | -71.1% | +5.0% |
| 6M | +2.3% | +109.3% | -107.0% | +1.1% |
| YTD | +8.7% | +36.5% | -27.8% | +8.4% |
| 1Y | +26.8% | -84.0% | +110.8% | +32.1% |
| All | +51.9% | -58.4% | +110.2% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling