+38.0%
PEG vs ZBRA
-40.9%
+78.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -0.9% | -3.8% | +2.9% | -0.5% |
| 30D | -2.8% | -10.2% | +7.4% | -1.6% |
| 3M | -6.9% | +58.7% | -65.6% | -12.5% |
| 6M | -11.4% | +61.9% | -73.3% | -17.3% |
| YTD | -7.4% | +41.7% | -49.1% | -12.3% |
| 1Y | -8.3% | +12.4% | -20.6% | -10.4% |
| 3Y | +31.5% | +34.2% | -2.6% | +23.2% |
| 5Y | +38.0% | -40.8% | +78.7% | +35.6% |
| All | +38.0% | -40.9% | +78.9% | +35.6% |
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