+93.8%
PWR vs ZYBT
-57.8%
+151.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | -0.2% | -2.5% | +2.2% | -0.2% |
| 30D | -7.7% | -1.2% | -6.5% | -7.7% |
| 3M | -4.9% | +76.7% | -81.6% | -5.5% |
| 6M | +9.7% | +103.6% | -93.9% | +8.7% |
| YTD | +46.7% | +38.3% | +8.4% | +45.6% |
| 1Y | +58.7% | -84.7% | +143.4% | +59.6% |
| All | +93.8% | -57.8% | +151.6% | +89.9% |
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