+86.1%
PL vs ZYBT
-83.2%
+169.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.1% |
| 7D | -9.0% | -2.5% | -6.6% | -9.1% |
| 30D | -29.6% | -1.2% | -28.3% | -29.6% |
| 3M | -45.7% | +76.7% | -122.3% | -44.6% |
| 6M | -34.3% | +103.6% | -137.9% | -33.5% |
| YTD | -15.4% | +38.3% | -53.6% | -12.8% |
| 1Y | +86.1% | -84.7% | +170.8% | +99.6% |
| All | +86.1% | -83.2% | +169.3% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling