+48.5%
PFE vs ZBRA
+373.1%
-324.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.7% |
| 7D | -2.1% | -1.2% | -0.9% | -2.0% |
| 30D | +3.1% | -17.8% | +20.9% | +5.6% |
| 3M | +11.2% | -16.0% | +27.2% | +13.4% |
| 6M | +15.0% | +31.4% | -16.4% | +10.0% |
| YTD | +23.5% | +30.9% | -7.4% | +17.6% |
| 1Y | +18.9% | +24.3% | -5.4% | +13.9% |
| 3Y | +18.7% | +54.2% | -35.4% | +7.6% |
| 5Y | -24.0% | -46.3% | +22.3% | -21.1% |
| All | +48.5% | +373.1% | -324.6% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling