+208.4%
ZBRA vs PENG
+597.2%
-388.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.4% | -12.3% | -2.7% |
| 7D | -10.9% | -19.4% | +8.6% | -7.8% |
| 30D | -16.6% | -42.4% | +25.8% | -7.5% |
| 3M | -11.6% | -25.6% | +14.1% | -8.7% |
| 6M | +40.2% | +7.3% | +32.9% | +26.5% |
| YTD | +32.6% | +113.9% | -81.2% | -0.5% |
| 1Y | +24.7% | +93.6% | -68.9% | -4.3% |
| 3Y | +56.3% | +170.2% | -113.9% | +5.2% |
| 5Y | -47.0% | +44.2% | -91.2% | -61.6% |
| All | +208.4% | +597.2% | -388.7% | +76.5% |
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