+124.7%
PENG vs ZYBT
-42.3%
+167.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.2% | -11.3% | -9.1% |
| 7D | -20.5% | -3.5% | -17.0% | -20.5% |
| 30D | -20.4% | +15.1% | -35.5% | -20.2% |
| 3M | -16.4% | +7.0% | -23.4% | -15.9% |
| 6M | +49.2% | +37.7% | +11.5% | +70.3% |
| YTD | +147.2% | +19.1% | +128.1% | +172.6% |
| 1Y | +124.7% | -38.3% | +163.0% | +143.6% |
| All | +124.7% | -42.3% | +167.0% | +143.6% |
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