+84.6%
PPL vs Z
+9.5%
+75.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.6% | +11.4% | +1.6% |
| 7D | +1.0% | -2.3% | +3.3% | +1.1% |
| 30D | +6.8% | +9.4% | -2.5% | +5.9% |
| 3M | +3.9% | -16.1% | +20.0% | +4.9% |
| 6M | -2.0% | -30.4% | +28.4% | +0.2% |
| YTD | +5.3% | -55.6% | +60.9% | +11.2% |
| 1Y | +2.2% | -58.5% | +60.7% | +8.5% |
| 3Y | +56.7% | -19.6% | +76.4% | +54.2% |
| 5Y | +49.1% | -54.1% | +103.2% | +49.7% |
| 10Y | +63.6% | -12.1% | +75.7% | +39.5% |
| All | +84.6% | +9.5% | +75.0% | +53.0% |
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