-46.0%
ZBRA vs PENG
+42.1%
-88.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.4% | -12.3% | -2.9% |
| 7D | -10.9% | -19.4% | +8.6% | -7.6% |
| 30D | -16.6% | -42.4% | +25.8% | -6.6% |
| 3M | -11.6% | -25.6% | +14.1% | -8.5% |
| 6M | +40.2% | +7.3% | +32.9% | +23.2% |
| YTD | +32.6% | +113.9% | -81.2% | -6.9% |
| 1Y | +24.7% | +93.6% | -68.9% | -10.1% |
| 3Y | +56.3% | +170.2% | -113.9% | -6.1% |
| All | -46.0% | +42.1% | -88.2% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling