+210.9%
PM vs ZBRA
+435.2%
-224.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.2% | +0.5% |
| 7D | +4.7% | -3.4% | +8.1% | +5.0% |
| 30D | +2.6% | -7.4% | +10.0% | +3.4% |
| 3M | +6.6% | +57.5% | -50.9% | +1.0% |
| 6M | +16.5% | +64.0% | -47.5% | +9.6% |
| YTD | +21.2% | +44.3% | -23.1% | +15.3% |
| 1Y | +17.9% | +10.9% | +7.0% | +15.3% |
| 3Y | +129.8% | +37.5% | +92.3% | +112.0% |
| 5Y | +133.0% | -39.7% | +172.7% | +138.5% |
| All | +210.9% | +435.2% | -224.3% | +140.5% |
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