+55.7%
PBF vs ZBH
-19.7%
+75.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | +1.4% | -4.9% | +6.3% | +1.8% |
| 30D | +15.8% | -3.2% | +19.1% | +16.2% |
| 3M | +90.3% | +5.8% | +84.4% | +88.7% |
| 6M | +102.8% | +2.0% | +100.8% | +101.7% |
| YTD | +187.3% | +5.8% | +181.5% | +182.7% |
| 1Y | +161.8% | -7.9% | +169.8% | +164.9% |
| All | +55.7% | -19.7% | +75.4% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling