+128.7%
PM vs ZBRA
-40.4%
+169.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.6% |
| 7D | -1.2% | -1.8% | +0.6% | -1.1% |
| 30D | -0.2% | -8.8% | +8.6% | +0.3% |
| 3M | +4.9% | +47.2% | -42.3% | +2.6% |
| 6M | +9.0% | +61.3% | -52.3% | +5.9% |
| YTD | +17.8% | +42.0% | -24.2% | +15.1% |
| 1Y | +16.8% | +10.5% | +6.3% | +15.7% |
| 3Y | +125.4% | +34.5% | +90.9% | +113.2% |
| 5Y | +128.7% | -40.3% | +169.0% | +126.4% |
| All | +128.7% | -40.4% | +169.1% | +126.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling