+44.8%
PL vs ZBRA
-34.3%
+79.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.5% |
| 7D | +13.4% | -1.5% | +14.9% | +14.6% |
| 30D | -10.2% | -15.6% | +5.5% | -1.6% |
| 3M | -39.5% | -14.5% | -25.0% | -34.4% |
| 6M | -65.7% | +50.9% | -116.6% | -73.9% |
| YTD | -27.3% | +34.8% | -62.1% | -42.7% |
| 1Y | +15.0% | +28.3% | -13.3% | -6.3% |
| 3Y | +560.8% | +58.8% | +502.0% | +380.5% |
| 5Y | +38.4% | -44.0% | +82.5% | +67.5% |
| All | +44.8% | -34.3% | +79.2% | +75.2% |
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 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