+145.1%
PENG vs ZYBT
-57.8%
+202.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -4.8% |
| 7D | 0.0% | -2.5% | +2.4% | 0.0% |
| 30D | -15.2% | -1.2% | -14.0% | -15.2% |
| 3M | -16.9% | +76.7% | -93.6% | -6.8% |
| 6M | +161.5% | +103.6% | +58.0% | +190.4% |
| YTD | +148.6% | +38.3% | +110.3% | +177.7% |
| 1Y | +89.6% | -84.7% | +174.3% | +118.6% |
| All | +145.1% | -57.8% | +202.9% | +165.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling