+15.8%
PCAR vs ZYBT
-57.8%
+73.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | -1.6% | -2.5% | +0.9% | -1.6% |
| 30D | -7.3% | -1.2% | -6.0% | -7.3% |
| 3M | +7.8% | +76.7% | -68.9% | +9.1% |
| 6M | +3.6% | +103.6% | -100.0% | +4.3% |
| YTD | +12.9% | +38.3% | -25.4% | +14.1% |
| 1Y | +27.3% | -84.7% | +112.0% | +32.8% |
| All | +15.8% | -57.8% | +73.6% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling