+107.3%
PR vs Z
-1.7%
+109.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | +2.9% | -3.0% | +5.9% | +3.5% |
| 30D | +18.0% | -4.2% | +22.2% | +18.7% |
| 3M | +16.9% | -3.7% | +20.6% | +16.5% |
| 6M | +28.2% | -24.5% | +52.7% | +34.2% |
| YTD | +69.3% | -49.3% | +118.6% | +92.6% |
| 1Y | +69.5% | -58.7% | +128.2% | +101.0% |
| 3Y | +81.7% | -34.1% | +115.8% | +85.0% |
| 5Y | +422.2% | -64.5% | +486.8% | +476.6% |
| All | +107.3% | -1.7% | +109.0% | +62.7% |
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