+277.8%
PSX vs Z
-55.4%
+333.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.4% |
| 7D | -13.1% | -4.6% | -8.6% | -12.9% |
| 30D | -9.5% | +8.3% | -17.9% | -10.1% |
| 3M | +20.2% | -11.6% | +31.8% | +20.7% |
| 6M | +44.9% | -33.6% | +78.5% | +48.0% |
| YTD | +94.4% | -56.7% | +151.1% | +104.2% |
| 1Y | +83.1% | -59.1% | +142.2% | +93.1% |
| 3Y | +132.2% | -20.4% | +152.5% | +132.8% |
| All | +277.8% | -55.4% | +333.2% | +277.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling