+17.8%
PPL vs ZYBT
-60.2%
+78.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +2.6% | -2.0% | +4.6% | +2.6% |
| 3M | +0.8% | -2.0% | +2.8% | +0.8% |
| 6M | +1.4% | +56.4% | -55.0% | +2.5% |
| YTD | +4.3% | +30.4% | -26.1% | +5.4% |
| 1Y | +0.8% | -30.2% | +31.0% | +2.2% |
| All | +17.8% | -60.2% | +78.1% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 10y: compounded portfolio wealth divided by compounded ZYBT 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…
10y analysis · Full analysis span regression · 6 months rolling