+0.5%
PEP vs ZYBT
-58.9%
+59.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | -1.0% | -3.7% | +2.8% | -1.0% |
| 30D | -0.7% | 0.0% | -0.7% | -0.7% |
| 3M | -4.1% | +72.2% | -76.4% | -3.1% |
| 6M | -13.1% | +103.1% | -116.2% | -12.0% |
| YTD | -2.1% | +34.8% | -36.9% | -0.9% |
| 1Y | -1.7% | -83.2% | +81.5% | 0.0% |
| All | +0.5% | -58.9% | +59.4% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 5y: compounded portfolio wealth divided by compounded ZYBT 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…
5y analysis · Full analysis span regression · 6 months rolling