+11,700.2%
PCAR vs ZBRA
+8,319.9%
+3,380.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.9% |
| 7D | +2.2% | -1.5% | +3.7% | +2.6% |
| 30D | +0.3% | -15.6% | +16.0% | +4.6% |
| 3M | -17.9% | -14.5% | -3.4% | -14.8% |
| 6M | -3.4% | +50.9% | -54.3% | -14.7% |
| YTD | -0.1% | +34.8% | -35.0% | -9.8% |
| 1Y | +13.4% | +28.3% | -14.9% | +3.7% |
| 3Y | +37.2% | +58.8% | -21.6% | +15.4% |
| 5Y | +117.3% | -44.0% | +161.4% | +130.9% |
| 10Y | +295.0% | +389.6% | -94.6% | +128.4% |
| All | +11,700.2% | +8,319.9% | +3,380.3% | +3,731.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling