+76.8%
PBF vs ZBH
+26.1%
+50.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.1% |
| 7D | +6.5% | -2.3% | +8.7% | +5.8% |
| 30D | -20.0% | +12.5% | -32.5% | -16.4% |
| 3M | -3.3% | +3.9% | -7.3% | -0.7% |
| 6M | +76.8% | +25.4% | +51.4% | +87.8% |
| All | +76.8% | +26.1% | +50.7% | +87.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling