+146.7%
PM vs Z
-19.0%
+165.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.1% |
| 7D | -7.1% | -13.1% | +6.0% | -7.1% |
| 30D | -2.8% | +5.9% | -8.7% | -2.6% |
| 3M | +6.3% | -13.7% | +20.0% | +6.4% |
| 6M | +9.6% | -27.1% | +36.8% | +9.1% |
| YTD | +25.6% | -56.8% | +82.4% | +24.4% |
| 1Y | +29.7% | -60.2% | +89.9% | +28.3% |
| All | +146.7% | -19.0% | +165.8% | +141.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling