+415.3%
PR vs ZBRA
-38.9%
+454.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.0% |
| 7D | +2.9% | +1.8% | +1.1% | +2.3% |
| 30D | +18.0% | -1.7% | +19.7% | +18.4% |
| 3M | +16.9% | +47.8% | -30.9% | +1.4% |
| 6M | +28.2% | +56.7% | -28.5% | +7.8% |
| YTD | +69.3% | +49.4% | +19.9% | +43.2% |
| 1Y | +69.5% | +16.5% | +53.0% | +56.5% |
| 3Y | +81.7% | +31.5% | +50.2% | +53.9% |
| All | +415.3% | -38.9% | +454.1% | +493.7% |
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