-76.4%
PCG vs ZBRA
+381.8%
-458.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.4% |
| 7D | -2.2% | -1.5% | -0.7% | -1.9% |
| 30D | -0.5% | -15.6% | +15.2% | +3.2% |
| 3M | -24.0% | -14.5% | -9.4% | -21.5% |
| 6M | -18.6% | +50.9% | -69.5% | -27.6% |
| YTD | -17.7% | +34.8% | -52.5% | -25.2% |
| 1Y | -20.0% | +28.3% | -48.3% | -26.6% |
| 3Y | -20.2% | +58.8% | -79.1% | -33.7% |
| 5Y | +8.4% | -44.0% | +52.4% | +17.3% |
| 10Y | -76.4% | +389.6% | -466.0% | -83.9% |
| All | -76.4% | +381.8% | -458.2% | -83.9% |
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 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