+29.7%
PM vs Z
-60.5%
+90.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +0.6% |
| 7D | -6.6% | -6.5% | -0.2% | -6.4% |
| 30D | -3.4% | -0.1% | -3.3% | -3.0% |
| 3M | +5.3% | -14.1% | +19.5% | +5.4% |
| 6M | +15.5% | -30.1% | +45.6% | +12.8% |
| YTD | +24.3% | -57.5% | +81.8% | +18.5% |
| 1Y | +29.7% | -60.3% | +90.0% | +22.4% |
| All | +29.7% | -60.5% | +90.2% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling