+272.5%
PM vs Z
-16.5%
+288.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.9% |
| 7D | +0.5% | +0.8% | -0.3% | +0.5% |
| 30D | -3.2% | +5.2% | -8.4% | -3.7% |
| 3M | +6.2% | -17.0% | +23.3% | +7.2% |
| 6M | +7.7% | -22.7% | +30.3% | +9.0% |
| YTD | +27.3% | -56.3% | +83.6% | +33.2% |
| 1Y | +32.8% | -57.7% | +90.4% | +39.1% |
| 3Y | +150.0% | -16.5% | +166.6% | +143.2% |
| 5Y | +164.2% | -53.4% | +217.6% | +163.6% |
| All | +272.5% | -16.5% | +288.9% | +216.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling