+157.4%
PENG vs ZYBT
-58.4%
+215.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.5% |
| 7D | +7.3% | -3.7% | +11.0% | +7.2% |
| 30D | -7.5% | -12.8% | +5.3% | -7.5% |
| 3M | -17.2% | +76.2% | -93.4% | -7.2% |
| 6M | +176.7% | +109.3% | +67.4% | +206.9% |
| YTD | +161.0% | +36.5% | +124.5% | +191.6% |
| 1Y | +108.8% | -84.0% | +192.8% | +140.5% |
| All | +157.4% | -58.4% | +215.7% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling