+55.7%
PBF vs ZBRA
+33.8%
+21.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.2% |
| 7D | +1.4% | -1.8% | +3.2% | +1.7% |
| 30D | +15.8% | -8.8% | +24.6% | +18.2% |
| 3M | +90.3% | +47.2% | +43.0% | +69.1% |
| 6M | +102.8% | +61.3% | +41.5% | +73.0% |
| YTD | +187.3% | +42.0% | +145.3% | +153.6% |
| 1Y | +161.8% | +10.5% | +151.4% | +153.4% |
| All | +55.7% | +33.8% | +21.9% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling