+95.6%
PENG vs ZYBT
-79.2%
+174.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.5% | +7.7% | +5.2% |
| 7D | -1.2% | -3.7% | +2.6% | -1.2% |
| 30D | -12.9% | 0.0% | -12.9% | -12.8% |
| 3M | -20.5% | +72.2% | -92.7% | -9.8% |
| 6M | +176.8% | +103.1% | +73.7% | +208.0% |
| YTD | +161.6% | +34.8% | +126.8% | +193.1% |
| 1Y | +95.6% | -83.2% | +178.8% | +127.4% |
| All | +95.6% | -79.2% | +174.9% | +127.4% |
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