+334.9%
PBF vs ZBH
-17.1%
+352.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +2.0% |
| 7D | +2.3% | -6.6% | +8.9% | +6.1% |
| 30D | +11.6% | -4.9% | +16.5% | +14.6% |
| 3M | +81.7% | +5.1% | +76.6% | +73.9% |
| 6M | +96.4% | +1.3% | +95.1% | +88.1% |
| YTD | +189.5% | +3.4% | +186.1% | +172.3% |
| 1Y | +180.7% | -8.7% | +189.4% | +180.2% |
| 3Y | +56.6% | -21.2% | +77.8% | +66.2% |
| 5Y | +802.0% | -29.2% | +831.2% | +886.2% |
| All | +334.9% | -17.1% | +352.0% | +312.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling