+69.5%
PR vs ZYBT
-83.2%
+152.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.6% |
| 7D | +2.9% | -6.9% | +9.8% | +2.9% |
| 30D | +18.0% | -31.8% | +49.8% | +18.0% |
| 3M | +16.9% | +94.0% | -77.1% | +16.6% |
| 6M | +28.2% | +99.0% | -70.8% | +28.5% |
| YTD | +69.3% | +40.0% | +29.3% | +68.7% |
| 1Y | +69.5% | -79.5% | +149.0% | +60.9% |
| All | +69.5% | -83.2% | +152.7% | +60.9% |
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