+180.4%
PBF vs ZBRA
+14.4%
+166.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.3% | +1.6% |
| 7D | +5.3% | -3.4% | +8.7% | +5.4% |
| 30D | +11.7% | -7.4% | +19.1% | +11.9% |
| 3M | +91.1% | +57.5% | +33.6% | +87.4% |
| 6M | +88.4% | +64.0% | +24.5% | +82.9% |
| YTD | +194.1% | +44.3% | +149.8% | +189.1% |
| 1Y | +180.4% | +10.9% | +169.5% | +200.0% |
| All | +180.4% | +14.4% | +166.0% | +200.0% |
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