+87.0%
PR vs ZYBT
-42.3%
+129.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.2% | -8.8% | -6.5% |
| 7D | -12.1% | -3.5% | -8.6% | -12.1% |
| 30D | +0.9% | +15.1% | -14.2% | +0.9% |
| 3M | +10.1% | +7.0% | +3.1% | +10.2% |
| 6M | +1.1% | +37.7% | -36.6% | +0.6% |
| YTD | +63.7% | +19.1% | +44.5% | +61.2% |
| 1Y | +87.0% | -38.3% | +125.3% | +83.7% |
| All | +87.0% | -42.3% | +129.3% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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