+62.8%
PNR vs ZBRA
+435.2%
-372.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.9% |
| 7D | -6.0% | -3.4% | -2.6% | -4.8% |
| 30D | -14.0% | -7.4% | -6.6% | -11.6% |
| 3M | -21.7% | +57.5% | -79.2% | -35.2% |
| 6M | -37.3% | +64.0% | -101.2% | -49.4% |
| YTD | -45.1% | +44.3% | -89.4% | -53.8% |
| 1Y | -49.1% | +10.9% | -60.0% | -52.9% |
| 3Y | -14.8% | +37.5% | -52.4% | -30.0% |
| 5Y | -21.0% | -39.7% | +18.6% | -14.9% |
| All | +62.8% | +435.2% | -372.4% | -7.2% |
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