+344.9%
PBF vs ZBH
+61.6%
+283.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.9% | +7.2% | +5.5% |
| 7D | +2.4% | -5.2% | +7.6% | +5.3% |
| 30D | +24.9% | -2.4% | +27.3% | +26.5% |
| 3M | +81.9% | +8.3% | +73.6% | +71.1% |
| 6M | +79.4% | +0.7% | +78.7% | +72.9% |
| YTD | +188.3% | +5.3% | +183.0% | +168.8% |
| 1Y | +177.3% | -9.1% | +186.3% | +178.1% |
| 3Y | +56.0% | -19.7% | +75.7% | +63.5% |
| 5Y | +804.0% | -31.3% | +835.3% | +912.3% |
| 10Y | +334.1% | -18.9% | +353.0% | +328.9% |
| All | +344.9% | +61.6% | +283.2% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling