-49.2%
POET vs Z
+7.8%
-57.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -2.2% |
| 7D | +1.2% | +0.8% | +0.3% | +1.1% |
| 30D | -12.2% | +5.2% | -17.3% | -13.5% |
| 3M | -42.4% | -17.0% | -25.4% | -40.9% |
| 6M | -64.3% | -22.7% | -41.6% | -63.2% |
| YTD | -19.0% | -56.3% | +37.4% | -7.1% |
| 1Y | +9.1% | -57.7% | +66.8% | +26.6% |
| 3Y | +297.7% | -16.5% | +314.2% | +308.5% |
| 5Y | -38.2% | -53.4% | +15.2% | -33.9% |
| 10Y | +123.0% | -15.9% | +139.0% | +110.0% |
| All | -49.2% | +7.8% | -57.0% | -54.0% |
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