+295.8%
PM vs Z
+6.9%
+288.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | +5.2% | -11.6% | +16.8% | +5.8% |
| 6M | +17.0% | -33.6% | +50.6% | +19.6% |
| YTD | +25.5% | -56.7% | +82.2% | +31.6% |
| 1Y | +35.5% | -59.1% | +94.6% | +42.5% |
| 3Y | +143.9% | -20.4% | +164.3% | +138.5% |
| 5Y | +161.8% | -55.3% | +217.1% | +162.4% |
| 10Y | +235.9% | -14.2% | +250.1% | +184.3% |
| All | +295.8% | +6.9% | +288.9% | +227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling