-1.2%
PZT vs SPY
+18.1%
-19.3%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | -5.2% | -1.1% | -4.1% | -5.1% |
| 3M | -5.4% | +3.9% | -9.3% | -5.8% |
| 6M | -3.5% | +13.6% | -17.1% | -4.6% |
| YTD | -3.0% | +12.7% | -15.6% | -4.1% |
| 1Y | -1.2% | +17.5% | -18.7% | -2.1% |
| All | -1.2% | +18.1% | -19.3% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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