+1,804.0%
ZBRA vs PFG
+999.6%
+804.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.4% |
| 7D | +2.6% | +6.0% | -3.4% | +0.6% |
| 30D | -6.4% | +2.2% | -8.6% | -7.1% |
| 3M | +51.3% | +10.4% | +40.9% | +46.2% |
| 6M | +60.5% | +27.8% | +32.7% | +47.9% |
| YTD | +45.2% | +33.6% | +11.5% | +31.9% |
| 1Y | +12.3% | +49.3% | -37.0% | -1.6% |
| 3Y | +37.5% | +69.7% | -32.2% | +16.7% |
| 5Y | -39.2% | +111.3% | -150.5% | -51.4% |
| 10Y | +417.0% | +240.3% | +176.7% | +249.0% |
| All | +1,804.0% | +999.6% | +804.4% | +681.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling