+75.3%
PEP vs ZBRA
+435.2%
-360.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.1% | -0.4% |
| 7D | -1.0% | -3.4% | +2.5% | -0.6% |
| 30D | -0.7% | -7.4% | +6.7% | +0.1% |
| 3M | -4.1% | +57.5% | -61.7% | -9.4% |
| 6M | -13.1% | +64.0% | -77.0% | -18.5% |
| YTD | -2.1% | +44.3% | -46.4% | -7.2% |
| 1Y | -1.7% | +10.9% | -12.5% | -4.0% |
| 3Y | -15.1% | +37.5% | -52.6% | -21.5% |
| 5Y | +3.1% | -39.7% | +42.8% | +6.5% |
| All | +75.3% | +435.2% | -360.0% | +37.8% |
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