+455.3%
PL vs Z
-21.1%
+476.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.4% | +12.8% | +11.2% |
| 7D | -6.8% | -4.6% | -2.3% | -5.8% |
| 30D | -29.3% | +8.3% | -37.6% | -32.4% |
| 3M | -44.8% | -11.6% | -33.2% | -43.6% |
| 6M | -68.4% | -33.6% | -34.7% | -64.0% |
| YTD | -36.4% | -56.7% | +20.3% | -13.2% |
| 1Y | +0.7% | -59.1% | +59.9% | +40.8% |
| 3Y | +455.3% | -20.4% | +475.7% | +434.6% |
| All | +455.3% | -21.1% | +476.4% | +434.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling