+147.8%
PR vs Z
+40.8%
+107.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -10.6% | +5.8% | -2.7% |
| 7D | -16.5% | -2.3% | -14.3% | -16.4% |
| 30D | -4.5% | +9.4% | -13.9% | -7.1% |
| 3M | +8.5% | -16.1% | +24.6% | +10.9% |
| 6M | -3.3% | -30.4% | +27.1% | +2.2% |
| YTD | +55.7% | -55.6% | +111.3% | +79.6% |
| 1Y | +82.0% | -58.5% | +140.6% | +112.8% |
| 3Y | +62.5% | -19.6% | +82.1% | +55.9% |
| 5Y | +223.9% | -54.1% | +278.1% | +235.7% |
| 10Y | +64.2% | -12.1% | +76.3% | +34.7% |
| All | +147.8% | +40.8% | +107.0% | +98.8% |
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 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