+423.9%
ZBRA vs PFG
+251.1%
+172.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.3% |
| 7D | -3.4% | -0.4% | -3.0% | -3.1% |
| 30D | -7.4% | +2.9% | -10.3% | -9.0% |
| 3M | +57.5% | +6.7% | +50.8% | +51.2% |
| 6M | +64.0% | +33.8% | +30.2% | +38.1% |
| YTD | +44.3% | +35.0% | +9.3% | +20.8% |
| 1Y | +10.9% | +46.4% | -35.5% | -11.6% |
| 3Y | +37.5% | +71.6% | -34.1% | +1.0% |
| 5Y | -39.7% | +113.7% | -153.3% | -60.2% |
| All | +423.9% | +251.1% | +172.8% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling