+67.9%
PR vs ZYBT
-57.8%
+125.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | +0.3% |
| 7D | -0.2% | -2.5% | +2.3% | -0.2% |
| 30D | +10.4% | -1.2% | +11.7% | +10.4% |
| 3M | +21.1% | +76.7% | -55.5% | +20.4% |
| 6M | +28.8% | +103.6% | -74.8% | +26.1% |
| YTD | +71.8% | +38.3% | +33.5% | +70.2% |
| 1Y | +73.3% | -84.7% | +158.0% | +85.7% |
| All | +67.9% | -57.8% | +125.7% | +52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling