+64.8%
PR vs Z
-11.7%
+76.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.8% | -1.9% |
| 7D | -12.4% | -5.2% | -7.2% | -11.7% |
| 30D | -6.6% | +5.7% | -12.3% | -8.5% |
| 3M | +7.5% | -8.7% | +16.2% | +8.0% |
| 6M | +10.8% | -26.0% | +36.8% | +15.7% |
| YTD | +57.0% | -55.0% | +112.1% | +81.5% |
| 1Y | +67.9% | -58.0% | +125.9% | +96.8% |
| 3Y | +87.6% | -15.2% | +102.8% | +77.0% |
| 5Y | +220.4% | -53.8% | +274.2% | +231.6% |
| 10Y | +64.8% | -14.5% | +79.4% | +26.8% |
| All | +64.8% | -11.7% | +76.5% | +26.8% |
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