+65.2%
PR vs Z
-14.9%
+80.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.4% | +2.4% |
| 7D | -16.4% | -4.6% | -11.9% | -15.9% |
| 30D | -1.9% | +8.3% | -10.2% | -4.5% |
| 3M | +8.0% | -11.6% | +19.6% | +9.2% |
| 6M | +4.1% | -33.6% | +37.7% | +11.5% |
| YTD | +58.7% | -56.7% | +115.4% | +84.9% |
| 1Y | +75.8% | -59.1% | +135.0% | +107.3% |
| 3Y | +73.2% | -20.4% | +93.5% | +65.7% |
| 5Y | +230.1% | -55.3% | +285.4% | +244.0% |
| All | +65.2% | -14.9% | +80.1% | +28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling