+143.4%
PEG vs ZBRA
+435.2%
-291.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -0.4% |
| 7D | -0.9% | -3.4% | +2.5% | -0.4% |
| 30D | -3.7% | -7.4% | +3.7% | -2.7% |
| 3M | -7.3% | +57.5% | -64.8% | -13.9% |
| 6M | -10.5% | +64.0% | -74.5% | -17.7% |
| YTD | -7.5% | +44.3% | -51.8% | -13.7% |
| 1Y | -8.7% | +10.9% | -19.6% | -11.4% |
| 3Y | +31.4% | +37.5% | -6.2% | +20.6% |
| 5Y | +37.8% | -39.7% | +77.4% | +41.1% |
| All | +143.4% | +435.2% | -291.9% | +79.3% |
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