+116.1%
PG vs ZBRA
+435.2%
-319.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.4% |
| 7D | -0.8% | -3.4% | +2.6% | -0.4% |
| 30D | +0.8% | -7.4% | +8.2% | +1.6% |
| 3M | -1.3% | +57.5% | -58.9% | -6.5% |
| 6M | -3.8% | +64.0% | -67.8% | -9.5% |
| YTD | +3.6% | +44.3% | -40.7% | -1.4% |
| 1Y | -5.7% | +10.9% | -16.6% | -7.8% |
| 3Y | +1.6% | +37.5% | -35.9% | -5.7% |
| 5Y | +14.6% | -39.7% | +54.3% | +18.1% |
| All | +116.1% | +435.2% | -319.1% | +63.8% |
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