-2.0%
PPL vs Z
-31.8%
+29.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.6% | +11.4% | +1.0% |
| 7D | +1.0% | -2.3% | +3.3% | +1.0% |
| 30D | +6.8% | +9.4% | -2.5% | +6.7% |
| 3M | +3.9% | -16.1% | +20.0% | +3.9% |
| 6M | -2.0% | -30.4% | +28.4% | -3.2% |
| All | -2.0% | -31.8% | +29.8% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling