+1,975.2%
PEP vs ZBRA
+9,227.6%
-7,252.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.8% |
| 7D | -1.4% | +1.8% | -3.2% | -1.5% |
| 30D | +0.2% | -1.7% | +1.9% | +0.3% |
| 3M | -1.1% | +47.8% | -48.9% | -4.8% |
| 6M | -13.5% | +56.7% | -70.2% | -17.2% |
| YTD | -1.2% | +49.4% | -50.6% | -5.3% |
| 1Y | -1.6% | +16.5% | -18.1% | -3.8% |
| 3Y | -12.5% | +31.5% | -44.0% | -16.6% |
| 5Y | +3.0% | -38.6% | +41.6% | +3.6% |
| 10Y | +73.9% | +421.0% | -347.0% | +43.8% |
| All | +1,975.2% | +9,227.6% | -7,252.4% | +1,227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling