+232.4%
PM vs Z
-14.9%
+247.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.6% |
| 7D | -5.2% | -4.6% | -0.7% | -5.0% |
| 30D | +2.7% | +8.3% | -5.6% | +2.1% |
| 3M | +6.1% | -11.6% | +17.7% | +6.7% |
| 6M | +18.0% | -33.6% | +51.6% | +20.6% |
| YTD | +26.6% | -56.7% | +83.3% | +32.6% |
| 1Y | +36.7% | -59.1% | +95.8% | +43.7% |
| 3Y | +146.0% | -20.4% | +166.4% | +140.2% |
| 5Y | +164.1% | -55.3% | +219.3% | +164.5% |
| All | +232.4% | -14.9% | +247.3% | +179.2% |
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