+247.4%
ZBRA vs PENG
+762.7%
-515.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -5.0% | 0.0% |
| 7D | +1.8% | +4.5% | -2.8% | +0.7% |
| 30D | -1.7% | -7.1% | +5.4% | -0.3% |
| 3M | +47.8% | -27.3% | +75.0% | +53.3% |
| 6M | +56.7% | +169.6% | -112.8% | +15.7% |
| YTD | +49.4% | +164.6% | -115.2% | +10.3% |
| 1Y | +16.5% | +109.5% | -92.9% | -9.8% |
| 3Y | +31.5% | +98.9% | -67.5% | -5.5% |
| 5Y | -38.6% | +116.3% | -154.8% | -58.2% |
| All | +247.4% | +762.7% | -515.2% | +95.6% |
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