+801.9%
PBF vs ZBH
-31.0%
+832.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | +1.4% | -4.9% | +6.3% | +2.3% |
| 30D | +15.8% | -3.2% | +19.1% | +16.5% |
| 3M | +90.3% | +5.8% | +84.4% | +87.3% |
| 6M | +102.8% | +2.0% | +100.8% | +100.2% |
| YTD | +187.3% | +5.8% | +181.5% | +180.1% |
| 1Y | +161.8% | -7.9% | +169.8% | +163.9% |
| 3Y | +55.5% | -19.4% | +74.8% | +61.6% |
| 5Y | +801.9% | -29.5% | +831.4% | +904.1% |
| All | +801.9% | -31.0% | +832.9% | +904.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling