+250.9%
PBF vs ZBRA
+382.3%
-131.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | -0.3% |
| 7D | +6.5% | +0.6% | +5.8% | +6.2% |
| 30D | -20.0% | -14.0% | -6.0% | -15.3% |
| 3M | -3.3% | -14.7% | +11.3% | +2.1% |
| 6M | +76.8% | +31.3% | +45.5% | +49.4% |
| YTD | +168.9% | +33.4% | +135.5% | +119.6% |
| 1Y | +96.4% | +34.1% | +62.2% | +59.6% |
| 3Y | +77.2% | +59.9% | +17.3% | +24.0% |
| 5Y | +417.7% | -45.3% | +463.0% | +508.0% |
| All | +250.9% | +382.3% | -131.4% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling