+210.3%
ZBRA vs PENG
+689.3%
-479.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.4% | +3.2% |
| 7D | +0.6% | +13.2% | -12.6% | -2.4% |
| 30D | -14.0% | -29.9% | +15.9% | -8.8% |
| 3M | -14.7% | -22.2% | +7.6% | -12.8% |
| 6M | +31.3% | -1.9% | +33.2% | +21.6% |
| YTD | +33.4% | +142.1% | -108.7% | -2.9% |
| 1Y | +34.1% | +151.5% | -117.4% | -3.4% |
| 3Y | +59.9% | +206.9% | -147.0% | +4.3% |
| 5Y | -45.3% | +58.2% | -103.5% | -61.3% |
| All | +210.3% | +689.3% | -479.0% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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