+861.5%
ZBRA vs PSLV
+108.9%
+752.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.4% |
| 7D | -3.8% | -4.9% | +1.1% | -3.2% |
| 30D | -10.2% | -1.9% | -8.3% | -10.1% |
| 3M | +58.7% | +4.2% | +54.5% | +57.6% |
| 6M | +61.9% | -27.6% | +89.5% | +67.0% |
| YTD | +41.7% | -11.7% | +53.3% | +39.7% |
| 1Y | +12.4% | +49.3% | -37.0% | +2.5% |
| 3Y | +34.2% | +167.1% | -133.0% | +12.3% |
| 5Y | -40.8% | +151.7% | -192.4% | -50.4% |
| 10Y | +420.3% | +187.0% | +233.3% | +320.3% |
| All | +861.5% | +108.9% | +752.6% | +621.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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