+109.5%
PENG vs ZYBT
-83.2%
+192.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.7% | +6.4% |
| 7D | +4.5% | -6.9% | +11.5% | +4.5% |
| 30D | -7.1% | -31.8% | +24.7% | -7.4% |
| 3M | -27.3% | +94.0% | -121.2% | -17.8% |
| 6M | +169.6% | +99.0% | +70.6% | +201.0% |
| YTD | +164.6% | +40.0% | +124.6% | +196.7% |
| 1Y | +109.5% | -79.5% | +189.0% | +144.7% |
| All | +109.5% | -83.2% | +192.7% | +144.7% |
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