+662.0%
PBR vs ZBRA
+435.2%
+226.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.7% | -1.3% |
| 7D | +5.4% | -3.4% | +8.8% | +6.3% |
| 30D | +22.9% | -7.4% | +30.3% | +25.2% |
| 3M | +19.6% | +57.5% | -37.9% | +3.1% |
| 6M | +16.5% | +64.0% | -47.5% | -1.9% |
| YTD | +86.7% | +44.3% | +42.4% | +61.4% |
| 1Y | +74.7% | +10.9% | +63.8% | +63.2% |
| 3Y | +102.6% | +37.5% | +65.1% | +66.4% |
| 5Y | +566.6% | -39.7% | +606.2% | +625.9% |
| All | +662.0% | +435.2% | +226.8% | +240.8% |
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