+31.4%
PEG vs ZBRA
+35.9%
-4.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -0.3% |
| 7D | -0.9% | -3.4% | +2.5% | -0.6% |
| 30D | -3.7% | -7.4% | +3.7% | -3.1% |
| 3M | -7.3% | +57.5% | -64.8% | -11.8% |
| 6M | -10.5% | +64.0% | -74.5% | -15.6% |
| YTD | -7.5% | +44.3% | -51.8% | -11.8% |
| 1Y | -8.7% | +10.9% | -19.6% | -9.8% |
| 3Y | +31.4% | +37.5% | -6.2% | +22.3% |
| All | +31.4% | +35.9% | -4.6% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling