+118.4%
POET vs Z
-39.0%
+157.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.8% | -2.2% | -3.9% |
| 7D | +3.7% | -11.6% | +15.3% | +8.5% |
| 30D | -11.5% | -8.5% | -3.1% | -9.4% |
| 3M | -30.8% | -7.9% | -22.9% | -30.6% |
| 6M | +8.6% | -29.1% | +37.6% | +21.3% |
| YTD | +20.1% | -54.2% | +74.3% | +64.6% |
| 1Y | +35.7% | -63.5% | +99.3% | +111.6% |
| All | +118.4% | -39.0% | +157.3% | +106.5% |
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