+141.3%
PENG vs ZYBT
-29.9%
+171.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.7% |
| 7D | +34.6% | +8.7% | +25.9% | +34.7% |
| 30D | -35.9% | +1.4% | -37.3% | -35.9% |
| 3M | -14.7% | -3.2% | -11.5% | -14.6% |
| 6M | +13.5% | +48.5% | -35.0% | +30.3% |
| YTD | +156.1% | +30.4% | +125.7% | +185.5% |
| 1Y | +141.3% | -30.6% | +171.9% | +176.2% |
| All | +141.3% | -29.9% | +171.2% | +176.2% |
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