+338.3%
PSX vs Z
-19.5%
+357.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | -0.3% |
| 7D | -7.8% | -6.5% | -1.4% | -7.3% |
| 30D | -9.9% | -0.1% | -9.8% | -10.2% |
| 3M | +16.9% | -14.1% | +31.1% | +18.2% |
| 6M | +48.0% | -30.1% | +78.0% | +52.5% |
| YTD | +98.3% | -57.5% | +155.9% | +115.2% |
| 1Y | +86.2% | -60.3% | +146.5% | +103.4% |
| 3Y | +144.0% | -21.0% | +165.0% | +139.7% |
| 5Y | +287.7% | -54.9% | +342.6% | +294.7% |
| 10Y | +338.3% | -16.0% | +354.3% | +250.2% |
| All | +338.3% | -19.5% | +357.8% | +250.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling