+223.9%
PR vs Z
-54.8%
+278.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -10.6% | +5.8% | -3.2% |
| 7D | -16.5% | -2.3% | -14.3% | -16.4% |
| 30D | -4.5% | +9.4% | -13.9% | -6.5% |
| 3M | +8.5% | -16.1% | +24.6% | +10.5% |
| 6M | -3.3% | -30.4% | +27.1% | +1.5% |
| YTD | +55.7% | -55.6% | +111.3% | +76.8% |
| 1Y | +82.0% | -58.5% | +140.6% | +109.4% |
| 3Y | +62.5% | -19.6% | +82.1% | +56.3% |
| 5Y | +223.9% | -54.1% | +278.1% | +223.4% |
| All | +223.9% | -54.8% | +278.7% | +223.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling