+28.3%
ZBRA vs PENG
+120.3%
-91.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.3% | -8.4% | +0.4% |
| 7D | -1.5% | +1.9% | -3.4% | -2.3% |
| 30D | -15.6% | -37.8% | +22.1% | -9.9% |
| 3M | -14.5% | -14.1% | -0.4% | -14.3% |
| 6M | +50.9% | +13.1% | +37.8% | +35.4% |
| YTD | +34.8% | +151.8% | -116.9% | -5.2% |
| 1Y | +28.3% | +136.0% | -107.7% | -7.8% |
| All | +28.3% | +120.3% | -91.9% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling