+234.7%
PM vs Z
-11.7%
+246.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.8% | -6.2% | -2.7% |
| 7D | -7.3% | -5.2% | -2.1% | -7.0% |
| 30D | -4.0% | +5.7% | -9.7% | -4.5% |
| 3M | +2.7% | -8.7% | +11.5% | +3.1% |
| 6M | +14.9% | -26.0% | +40.8% | +16.6% |
| YTD | +23.5% | -55.0% | +78.6% | +29.1% |
| 1Y | +30.4% | -58.0% | +88.3% | +36.8% |
| 3Y | +143.2% | -15.2% | +158.4% | +136.4% |
| 5Y | +159.5% | -53.8% | +213.3% | +159.3% |
| 10Y | +234.7% | -14.5% | +249.2% | +180.4% |
| All | +234.7% | -11.7% | +246.3% | +180.4% |
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