+2,521.4%
PWR vs ZBRA
+435.2%
+2,086.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +4.5% |
| 7D | +4.2% | -3.4% | +7.6% | +5.4% |
| 30D | -4.0% | -7.4% | +3.4% | -1.6% |
| 3M | -4.8% | +57.5% | -62.3% | -20.5% |
| 6M | +14.6% | +64.0% | -49.3% | -6.3% |
| YTD | +54.2% | +44.3% | +9.9% | +30.4% |
| 1Y | +67.1% | +10.9% | +56.2% | +55.1% |
| 3Y | +218.5% | +37.5% | +180.9% | +164.4% |
| 5Y | +466.3% | -39.7% | +505.9% | +517.6% |
| All | +2,521.4% | +435.2% | +2,086.2% | +1,168.6% |
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 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