+94.0%
PSX vs Z
-59.6%
+153.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.5% |
| 7D | +6.4% | -4.9% | +11.3% | +6.1% |
| 30D | -10.2% | +3.0% | -13.2% | -9.5% |
| 3M | +17.2% | -13.4% | +30.6% | +16.5% |
| 6M | +51.8% | -27.3% | +79.1% | +48.6% |
| YTD | +108.0% | -57.8% | +165.8% | +98.2% |
| All | +94.0% | -59.6% | +153.7% | +84.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling