+384.5%
PSX vs Z
+10.9%
+373.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.8% | -0.8% | +2.6% |
| 7D | -8.0% | -5.2% | -2.8% | -7.6% |
| 30D | -9.0% | +5.7% | -14.8% | -9.9% |
| 3M | +24.7% | -8.7% | +33.5% | +25.2% |
| 6M | +49.3% | -26.0% | +75.3% | +53.0% |
| YTD | +100.2% | -55.0% | +155.2% | +116.0% |
| 1Y | +88.8% | -58.0% | +146.8% | +105.2% |
| 3Y | +152.5% | -15.2% | +167.7% | +146.1% |
| 5Y | +283.2% | -53.8% | +337.0% | +289.5% |
| 10Y | +345.8% | -14.5% | +360.3% | +250.0% |
| All | +384.5% | +10.9% | +373.5% | +255.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling