+13.2%
PPL vs ZYBT
-58.4%
+71.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | 0.0% | -3.7% | +3.7% | 0.0% |
| 30D | -1.3% | -12.8% | +11.5% | -1.3% |
| 3M | -2.6% | +76.2% | -78.8% | -1.6% |
| 6M | -8.4% | +109.3% | -117.7% | -7.6% |
| YTD | +0.2% | +36.5% | -36.3% | +1.2% |
| 1Y | -0.2% | -84.0% | +83.8% | +2.0% |
| All | +13.2% | -58.4% | +71.6% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling