+265.1%
PM vs Z
+25.1%
+240.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.8% |
| 7D | -4.9% | -3.0% | -1.9% | -4.7% |
| 30D | -3.4% | -4.2% | +0.8% | -3.2% |
| 3M | +5.2% | -3.7% | +8.9% | +5.2% |
| 6M | +3.7% | -24.5% | +28.2% | +5.2% |
| YTD | +15.8% | -49.3% | +65.1% | +20.4% |
| 1Y | +17.4% | -58.7% | +76.0% | +23.6% |
| 3Y | +116.9% | -34.1% | +151.1% | +116.4% |
| 5Y | +117.3% | -64.5% | +181.9% | +122.6% |
| 10Y | +193.8% | -0.5% | +194.2% | +146.6% |
| All | +265.1% | +25.1% | +240.0% | +199.3% |
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