+79.0%
PL vs AZO
+93.0%
-14.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | -7.5% | -0.5% | -7.0% | -7.5% |
| 30D | -25.6% | -5.6% | -20.0% | -24.9% |
| 3M | -45.6% | -4.0% | -41.6% | -45.4% |
| 6M | -29.5% | -18.9% | -10.6% | -26.7% |
| YTD | -9.7% | -13.0% | +3.3% | -8.4% |
| 1Y | +84.4% | -30.4% | +114.8% | +100.1% |
| 3Y | +550.0% | +12.7% | +537.3% | +484.2% |
| 5Y | +79.0% | +89.6% | -10.7% | +38.3% |
| All | +79.0% | +93.0% | -14.0% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling