+212.9%
ZBRA vs PENG
+661.7%
-448.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.3% | -7.8% | -0.6% |
| 7D | -9.5% | -3.8% | -5.7% | -10.1% |
| 30D | -15.6% | -40.1% | +24.5% | -7.3% |
| 3M | -13.2% | -21.8% | +8.6% | -11.4% |
| 6M | +44.5% | +3.3% | +41.2% | +32.2% |
| YTD | +34.5% | +133.6% | -99.1% | -1.1% |
| 1Y | +25.9% | +110.7% | -84.8% | -5.3% |
| 3Y | +61.3% | +204.3% | -142.9% | +5.6% |
| 5Y | -45.2% | +54.4% | -99.5% | -61.0% |
| All | +212.9% | +661.7% | -448.8% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling