-4.4%
PEP vs ZBRA
+60.2%
-64.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | +1.1% | -1.5% | +2.6% | +1.1% |
| 30D | +13.6% | -15.6% | +29.3% | +13.8% |
| 3M | +5.1% | -14.5% | +19.6% | +5.2% |
| 6M | -1.6% | +50.9% | -52.5% | -2.2% |
| YTD | +3.3% | +34.8% | -31.5% | +2.7% |
| 1Y | +3.2% | +28.3% | -25.1% | +2.7% |
| All | -4.4% | +60.2% | -64.6% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling