-21.6%
POET vs Z
+25.1%
-46.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.1% | +10.2% | +8.5% |
| 7D | +5.6% | -3.0% | +8.6% | +6.2% |
| 30D | -2.1% | -4.2% | +2.1% | -1.8% |
| 3M | -48.8% | -3.7% | -45.1% | -49.0% |
| 6M | +15.8% | -24.5% | +40.3% | +20.6% |
| YTD | +25.1% | -49.3% | +74.4% | +40.5% |
| 1Y | +50.6% | -58.7% | +109.2% | +76.5% |
| 3Y | +107.9% | -34.1% | +142.0% | +120.8% |
| 5Y | -11.0% | -64.5% | +53.5% | -2.8% |
| 10Y | +25.7% | -0.5% | +26.2% | +15.5% |
| All | -21.6% | +25.1% | -46.7% | -30.5% |
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 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