+138.7%
PENG vs ZYBT
-60.2%
+198.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +13.2% | 0.0% | +13.2% | +13.2% |
| 30D | -29.9% | -2.0% | -28.0% | -29.9% |
| 3M | -22.2% | -2.0% | -20.3% | -22.1% |
| 6M | -1.9% | +56.4% | -58.3% | +10.3% |
| YTD | +142.1% | +30.4% | +111.7% | +170.6% |
| 1Y | +151.5% | -30.2% | +181.7% | +184.1% |
| All | +138.7% | -60.2% | +198.9% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling