+160.5%
PR vs Z
+57.5%
+102.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +9.4% | -16.0% | -8.5% |
| 7D | -12.1% | +10.2% | -22.3% | -14.1% |
| 30D | +0.9% | +23.7% | -22.8% | -4.2% |
| 3M | +10.1% | -6.6% | +16.7% | +10.2% |
| 6M | +1.1% | -23.0% | +24.1% | +4.8% |
| YTD | +63.7% | -50.3% | +114.0% | +84.5% |
| 1Y | +87.0% | -53.6% | +140.6% | +113.7% |
| 3Y | +70.7% | -10.1% | +80.8% | +60.2% |
| 5Y | +246.8% | -49.8% | +296.6% | +253.2% |
| 10Y | +72.6% | -1.6% | +74.2% | +38.4% |
| All | +160.5% | +57.5% | +102.9% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling