+237.6%
ZBRA vs PENG
+755.0%
-517.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | +2.6% | +7.8% | -5.2% | +0.8% |
| 30D | -6.4% | -12.2% | +5.8% | -3.8% |
| 3M | +51.3% | -20.6% | +71.9% | +54.1% |
| 6M | +60.5% | +180.9% | -120.4% | +17.3% |
| YTD | +45.2% | +162.3% | -117.1% | +7.4% |
| 1Y | +12.3% | +107.3% | -94.9% | -12.8% |
| 3Y | +37.5% | +110.8% | -73.3% | -2.6% |
| 5Y | -39.2% | +117.8% | -157.0% | -58.6% |
| All | +237.6% | +755.0% | -517.4% | +90.5% |
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