+1,644.8%
PFE vs ZBRA
+9,227.6%
-7,582.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | +1.8% | +1.8% | 0.0% | +1.5% |
| 30D | +10.2% | -1.7% | +11.9% | +10.4% |
| 3M | +12.7% | +47.8% | -35.1% | +7.2% |
| 6M | +10.5% | +56.7% | -46.2% | +4.2% |
| YTD | +20.2% | +49.4% | -29.2% | +13.6% |
| 1Y | +24.1% | +16.5% | +7.5% | +20.4% |
| 3Y | -3.6% | +31.5% | -35.0% | -9.2% |
| 5Y | -20.9% | -38.6% | +17.7% | -20.2% |
| 10Y | +35.8% | +421.0% | -385.1% | +4.8% |
| All | +1,644.8% | +9,227.6% | -7,582.8% | +862.2% |
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