+137.7%
PSX vs ZYBT
-57.8%
+195.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.9% |
| 7D | +1.5% | -2.5% | +4.0% | +1.5% |
| 30D | +15.8% | -1.2% | +17.1% | +15.8% |
| 3M | +43.0% | +76.7% | -33.7% | +41.8% |
| 6M | +61.1% | +103.6% | -42.5% | +58.5% |
| YTD | +104.5% | +38.3% | +66.3% | +102.5% |
| 1Y | +102.5% | -84.7% | +187.2% | +108.8% |
| All | +137.7% | -57.8% | +195.5% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling