-5.9%
POET vs Z
-65.8%
+59.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.1% | -3.5% |
| 7D | +9.7% | -7.1% | +16.8% | +11.8% |
| 30D | -6.5% | -4.8% | -1.8% | -6.0% |
| 3M | -25.7% | -9.3% | -16.4% | -25.1% |
| 6M | +19.6% | -29.0% | +48.6% | +29.1% |
| YTD | +26.4% | -52.9% | +79.3% | +53.9% |
| 1Y | +50.1% | -63.1% | +113.2% | +98.5% |
| 3Y | +127.9% | -36.9% | +164.8% | +148.6% |
| 5Y | -5.9% | -65.5% | +59.6% | -2.8% |
| All | -5.9% | -65.8% | +59.9% | -2.8% |
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