+65.0%
PPL vs ZBRA
+381.8%
-316.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -1.2% |
| 7D | -1.0% | -1.5% | +0.6% | -0.8% |
| 30D | +3.0% | -15.6% | +18.7% | +5.1% |
| 3M | +1.1% | -14.5% | +15.6% | +2.9% |
| 6M | -0.8% | +50.9% | -51.7% | -6.9% |
| YTD | +3.5% | +34.8% | -31.4% | -1.9% |
| 1Y | -0.9% | +28.3% | -29.2% | -5.5% |
| 3Y | +54.2% | +58.8% | -4.6% | +37.6% |
| 5Y | +46.3% | -44.0% | +90.3% | +51.8% |
| 10Y | +65.0% | +389.6% | -324.5% | +34.1% |
| All | +65.0% | +381.8% | -316.8% | +34.1% |
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