-40.3%
ZBRA vs PTC
-0.9%
-39.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -0.5% |
| 7D | -1.8% | -13.6% | +11.8% | +5.8% |
| 30D | -8.8% | -14.7% | +5.9% | -1.4% |
| 3M | +47.2% | -5.9% | +53.1% | +49.0% |
| 6M | +61.3% | -21.1% | +82.4% | +79.9% |
| YTD | +42.0% | -26.0% | +68.0% | +64.0% |
| 1Y | +10.5% | -36.8% | +47.3% | +40.8% |
| 3Y | +34.5% | -10.3% | +44.8% | +32.0% |
| 5Y | -40.3% | +1.2% | -41.5% | -48.3% |
| All | -40.3% | -0.9% | -39.3% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 5y: compounded portfolio wealth divided by compounded PTC 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…
5y analysis · Full analysis span regression · 6 months rolling