+75.8%
PR vs Z
-59.5%
+135.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.4% | +1.7% |
| 7D | -16.4% | -4.6% | -11.9% | -16.4% |
| 30D | -1.9% | +8.3% | -10.2% | -0.8% |
| 3M | +8.0% | -11.6% | +19.6% | +7.4% |
| 6M | +4.1% | -33.6% | +37.7% | +3.3% |
| YTD | +58.7% | -56.7% | +115.4% | +58.5% |
| 1Y | +75.8% | -59.1% | +135.0% | +77.7% |
| All | +75.8% | -59.5% | +135.4% | +77.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling