+44.1%
PL vs Z
-79.0%
+123.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +1.4% |
| 7D | +5.6% | -6.5% | +12.1% | +7.9% |
| 30D | -16.9% | -0.1% | -16.8% | -18.0% |
| 3M | -38.2% | -14.1% | -24.1% | -36.1% |
| 6M | -63.4% | -30.1% | -33.4% | -59.5% |
| YTD | -27.6% | -57.5% | +29.9% | -3.1% |
| 1Y | +6.6% | -60.3% | +66.9% | +46.5% |
| 3Y | +557.6% | -21.0% | +578.6% | +561.5% |
| 5Y | +39.5% | -54.9% | +94.4% | +57.2% |
| All | +44.1% | -79.0% | +123.1% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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