+169.5%
PR vs ZBRA
+461.0%
-291.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.1% |
| 7D | +2.9% | +1.8% | +1.1% | +2.2% |
| 30D | +18.0% | -1.7% | +19.7% | +18.5% |
| 3M | +16.9% | +47.8% | -30.9% | -1.4% |
| 6M | +28.2% | +56.7% | -28.5% | +4.5% |
| YTD | +69.3% | +49.4% | +19.9% | +38.9% |
| 1Y | +69.5% | +16.5% | +53.0% | +52.2% |
| 3Y | +81.7% | +31.5% | +50.2% | +49.6% |
| 5Y | +422.2% | -38.6% | +460.8% | +459.8% |
| 10Y | +110.4% | +421.0% | -310.6% | +32.9% |
| All | +169.5% | +461.0% | -291.5% | +68.6% |
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