+44.1%
PL vs AZO
+119.4%
-75.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +5.6% | +0.5% | +5.1% | +5.5% |
| 30D | -16.9% | +9.4% | -26.4% | -18.3% |
| 3M | -38.2% | +4.9% | -43.1% | -38.9% |
| 6M | -63.4% | -8.0% | -55.5% | -63.0% |
| YTD | -27.6% | -5.1% | -22.5% | -27.8% |
| 1Y | +6.6% | -13.7% | +20.3% | +9.1% |
| 3Y | +557.6% | +19.1% | +538.5% | +491.8% |
| 5Y | +39.5% | +71.0% | -31.5% | +9.8% |
| All | +44.1% | +119.4% | -75.3% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling