+170.0%
PBF vs ZBH
-5.6%
+175.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.5% |
| 7D | +4.3% | -2.8% | +7.1% | +3.8% |
| 30D | +22.0% | -0.1% | +22.1% | +22.0% |
| 3M | +74.5% | +13.4% | +61.1% | +78.5% |
| 6M | +67.7% | +3.0% | +64.7% | +71.1% |
| YTD | +179.2% | +9.7% | +169.5% | +183.3% |
| 1Y | +170.0% | -5.4% | +175.4% | +160.4% |
| All | +170.0% | -5.6% | +175.6% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 1y: compounded portfolio wealth divided by compounded ZBH 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…
1y analysis · Full analysis span regression · 6 months rolling