-7.4%
PEG vs ZYBT
-42.3%
+34.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.7% | +0.6% |
| 7D | +1.0% | -3.5% | +4.6% | +1.0% |
| 30D | +6.6% | +15.1% | -8.5% | +6.6% |
| 3M | -3.1% | +7.0% | -10.2% | -3.1% |
| 6M | -7.4% | +37.7% | -45.0% | -6.2% |
| YTD | -6.4% | +19.1% | -25.6% | -6.1% |
| 1Y | -7.4% | -38.3% | +30.8% | -8.3% |
| All | -7.4% | -42.3% | +34.9% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling