-13.8%
PEP vs ZBRA
+36.8%
-50.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.6% |
| 7D | +0.1% | +2.6% | -2.5% | +0.1% |
| 30D | +0.7% | -6.4% | +7.0% | +0.8% |
| 3M | -0.5% | +51.3% | -51.8% | -1.4% |
| 6M | -11.3% | +60.5% | -71.8% | -12.2% |
| YTD | -0.6% | +45.2% | -45.8% | -1.6% |
| 1Y | +1.7% | +12.3% | -10.7% | +1.3% |
| All | -13.8% | +36.8% | -50.5% | -14.6% |
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