+802.0%
PBF vs ZBRA
-40.9%
+842.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | +2.3% | -3.8% | +6.1% | +3.1% |
| 30D | +11.6% | -10.2% | +21.8% | +14.1% |
| 3M | +81.7% | +58.7% | +23.1% | +60.8% |
| 6M | +96.4% | +61.9% | +34.5% | +70.7% |
| YTD | +189.5% | +41.7% | +147.8% | +159.3% |
| 1Y | +180.7% | +12.4% | +168.4% | +167.7% |
| 3Y | +56.6% | +34.2% | +22.4% | +40.3% |
| 5Y | +802.0% | -40.8% | +842.7% | +909.9% |
| All | +802.0% | -40.9% | +842.9% | +909.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling