-1.6%
PFE vs ZBRA
+34.1%
-35.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -2.1% |
| 7D | -2.7% | +2.6% | -5.2% | -2.9% |
| 30D | +3.8% | -6.4% | +10.2% | +4.4% |
| 3M | +10.4% | +51.3% | -40.9% | +5.7% |
| 6M | +6.3% | +60.5% | -54.2% | +0.8% |
| YTD | +17.4% | +45.2% | -27.8% | +12.2% |
| 1Y | +21.1% | +12.3% | +8.8% | +18.8% |
| 3Y | -1.6% | +37.5% | -39.1% | -9.4% |
| All | -1.6% | +34.1% | -35.7% | -9.4% |
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