-1.7%
PEP vs ZBRA
+14.4%
-16.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.1% | -0.2% |
| 7D | -1.0% | -3.4% | +2.5% | -1.0% |
| 30D | -0.7% | -7.4% | +6.7% | -0.8% |
| 3M | -4.1% | +57.5% | -61.7% | -3.4% |
| 6M | -13.1% | +64.0% | -77.0% | -12.0% |
| YTD | -2.1% | +44.3% | -46.4% | -1.9% |
| 1Y | -1.7% | +10.9% | -12.5% | -4.7% |
| All | -1.7% | +14.4% | -16.1% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling