+848.9%
PM vs ZBRA
+894.2%
-45.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.8% | +0.9% |
| 7D | +0.5% | +0.6% | -0.1% | +0.4% |
| 30D | -3.2% | -14.0% | +10.8% | -1.2% |
| 3M | +6.2% | -14.7% | +20.9% | +8.4% |
| 6M | +7.7% | +31.3% | -23.6% | +2.2% |
| YTD | +27.3% | +33.4% | -6.2% | +19.8% |
| 1Y | +32.8% | +34.1% | -1.3% | +24.7% |
| 3Y | +150.0% | +59.9% | +90.1% | +118.4% |
| 5Y | +164.2% | -45.3% | +209.5% | +173.3% |
| 10Y | +265.7% | +384.4% | -118.7% | +130.9% |
| All | +848.9% | +894.2% | -45.3% | +297.6% |
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