+1,697.7%
PFE vs ZBRA
+8,231.4%
-6,533.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | +0.3% | -14.0% | +14.4% | +2.0% |
| 3M | +9.4% | -14.7% | +24.0% | +11.2% |
| 6M | +14.9% | +31.3% | -16.4% | +10.5% |
| YTD | +23.8% | +33.4% | -9.6% | +18.4% |
| 1Y | +19.5% | +34.1% | -14.6% | +14.2% |
| 3Y | +21.0% | +59.9% | -38.9% | +11.4% |
| 5Y | -23.9% | -45.3% | +21.4% | -22.3% |
| 10Y | +47.8% | +384.4% | -336.6% | +14.9% |
| All | +1,697.7% | +8,231.4% | -6,533.8% | +902.9% |
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