+95.5%
PEP vs ZBRA
+382.3%
-286.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.0% |
| 7D | +2.9% | +0.6% | +2.3% | +2.8% |
| 30D | +12.5% | -14.0% | +26.5% | +14.3% |
| 3M | +4.5% | -14.7% | +19.2% | +6.2% |
| 6M | -0.5% | +31.3% | -31.8% | -4.3% |
| YTD | +4.4% | +33.4% | -29.0% | -0.3% |
| 1Y | +4.4% | +34.1% | -29.8% | -0.5% |
| 3Y | -3.4% | +59.9% | -63.3% | -13.1% |
| 5Y | +5.2% | -45.3% | +50.4% | +9.9% |
| All | +95.5% | +382.3% | -286.8% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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