+170.0%
PBF vs ZBRA
+18.2%
+151.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.3% |
| 7D | +4.3% | +1.8% | +2.5% | +4.3% |
| 30D | +22.0% | -1.7% | +23.7% | +22.1% |
| 3M | +74.5% | +47.8% | +26.7% | +72.0% |
| 6M | +67.7% | +56.7% | +10.9% | +65.2% |
| YTD | +179.2% | +49.4% | +129.8% | +173.3% |
| 1Y | +170.0% | +16.5% | +153.5% | +191.2% |
| All | +170.0% | +18.2% | +151.8% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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