+168.1%
PM vs Z
-55.4%
+223.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.7% |
| 7D | -5.2% | -4.6% | -0.7% | -5.1% |
| 30D | +2.7% | +8.3% | -5.6% | +2.5% |
| 3M | +6.1% | -11.6% | +17.7% | +6.4% |
| 6M | +18.0% | -33.6% | +51.6% | +19.0% |
| YTD | +26.6% | -56.7% | +83.3% | +29.1% |
| 1Y | +36.7% | -59.1% | +95.8% | +39.6% |
| 3Y | +146.0% | -20.4% | +166.4% | +139.0% |
| All | +168.1% | -55.4% | +223.5% | +163.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling