+333.3%
PL vs ZYBT
-58.1%
+391.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.7% |
| 7D | -7.5% | -4.2% | -3.3% | -7.5% |
| 30D | -25.6% | -16.4% | -9.2% | -25.6% |
| 3M | -45.6% | +82.9% | -128.5% | -44.4% |
| 6M | -29.5% | +110.7% | -140.2% | -28.2% |
| YTD | -9.7% | +37.4% | -47.1% | -7.6% |
| 1Y | +84.4% | -80.6% | +165.0% | +88.7% |
| All | +333.3% | -58.1% | +391.4% | +358.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling