+319.0%
PL vs ZYBT
-58.4%
+377.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.3% |
| 7D | -13.9% | -3.7% | -10.2% | -13.9% |
| 30D | -25.5% | -12.8% | -12.7% | -25.5% |
| 3M | -44.8% | +76.2% | -121.0% | -43.5% |
| 6M | -33.3% | +109.3% | -142.6% | -32.0% |
| YTD | -12.7% | +36.5% | -49.2% | -10.6% |
| 1Y | +90.9% | -84.0% | +174.9% | +95.6% |
| All | +319.0% | -58.4% | +377.3% | +343.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling