+82.3%
PL vs Z
-64.8%
+147.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -0.4% |
| 7D | -9.3% | -3.0% | -6.3% | -8.2% |
| 30D | -18.9% | -4.2% | -14.7% | -18.2% |
| 3M | -58.4% | -3.7% | -54.7% | -58.5% |
| 6M | -30.3% | -24.5% | -5.8% | -24.1% |
| YTD | -8.1% | -49.3% | +41.2% | +18.6% |
| 1Y | +180.5% | -58.7% | +239.2% | +295.0% |
| 3Y | +444.1% | -34.1% | +478.3% | +500.6% |
| All | +82.3% | -64.8% | +147.1% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling