+10.2%
PCG vs ZBRA
-45.3%
+55.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +1.1% |
| 7D | -1.1% | -9.5% | +8.5% | +0.4% |
| 30D | +0.1% | -15.6% | +15.7% | +2.5% |
| 3M | -24.4% | -13.2% | -11.2% | -23.0% |
| 6M | -17.7% | +44.5% | -62.2% | -23.4% |
| YTD | -17.4% | +34.5% | -52.0% | -22.6% |
| 1Y | -19.4% | +25.9% | -45.3% | -23.7% |
| 3Y | -18.6% | +61.3% | -79.9% | -28.4% |
| 5Y | +10.2% | -45.2% | +55.4% | +20.7% |
| All | +10.2% | -45.3% | +55.6% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling