+67.6%
PR vs ZYBT
-58.1%
+125.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.2% |
| 7D | -0.6% | -4.2% | +3.7% | -0.6% |
| 30D | +17.4% | -16.4% | +33.8% | +17.4% |
| 3M | +21.8% | +82.9% | -61.1% | +20.8% |
| 6M | +27.6% | +110.7% | -83.1% | +24.8% |
| YTD | +71.4% | +37.4% | +34.0% | +69.9% |
| 1Y | +78.3% | -80.6% | +158.9% | +88.4% |
| All | +67.6% | -58.1% | +125.6% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling