+54.0%
PPL vs ZBRA
+411.1%
-357.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.3% |
| 7D | +1.8% | +2.6% | -0.8% | +1.4% |
| 30D | -1.1% | -6.4% | +5.3% | -0.3% |
| 3M | 0.0% | +51.3% | -51.2% | -5.7% |
| 6M | -7.6% | +60.5% | -68.1% | -13.9% |
| YTD | +1.7% | +45.2% | -43.5% | -4.3% |
| 1Y | +1.5% | +12.3% | -10.8% | -1.3% |
| 3Y | +55.3% | +37.5% | +17.7% | +42.4% |
| 5Y | +37.7% | -39.2% | +76.9% | +41.3% |
| 10Y | +54.0% | +417.0% | -363.0% | +22.4% |
| All | +54.0% | +411.1% | -357.1% | +22.4% |
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 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