+76.1%
PBR vs ZYBT
-58.9%
+134.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.8% |
| 7D | +5.4% | -3.7% | +9.1% | +5.4% |
| 30D | +22.9% | 0.0% | +22.9% | +22.9% |
| 3M | +19.6% | +72.2% | -52.6% | +18.0% |
| 6M | +16.5% | +103.1% | -86.7% | +13.7% |
| YTD | +86.7% | +34.8% | +51.9% | +83.7% |
| 1Y | +74.7% | -83.2% | +157.9% | +80.1% |
| All | +76.1% | -58.9% | +134.9% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 all: compounded portfolio wealth divided by compounded ZYBT 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…
all analysis · Full analysis span regression · 6 months rolling