+0.1%
PPL vs Z
-60.5%
+60.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | 0.0% |
| 7D | 0.0% | -6.5% | +6.5% | 0.0% |
| 30D | +4.3% | -0.1% | +4.4% | +4.4% |
| 3M | +2.9% | -14.1% | +17.1% | +2.8% |
| 6M | +1.1% | -30.1% | +31.2% | +0.5% |
| YTD | +4.5% | -57.5% | +62.0% | +2.7% |
| 1Y | +0.1% | -60.3% | +60.4% | -1.9% |
| All | +0.1% | -60.5% | +60.6% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling