+334.9%
PBF vs ZBRA
+425.5%
-90.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | +2.3% | -3.8% | +6.1% | +3.9% |
| 30D | +11.6% | -10.2% | +21.8% | +16.5% |
| 3M | +81.7% | +58.7% | +23.1% | +43.1% |
| 6M | +96.4% | +61.9% | +34.5% | +49.7% |
| YTD | +189.5% | +41.7% | +147.8% | +132.0% |
| 1Y | +180.7% | +12.4% | +168.4% | +149.7% |
| 3Y | +56.6% | +34.2% | +22.4% | +20.4% |
| 5Y | +802.0% | -40.8% | +842.7% | +921.4% |
| All | +334.9% | +425.5% | -90.6% | +49.6% |
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