+102.6%
PBR vs ZBH
-20.7%
+123.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.9% |
| 7D | +5.4% | -4.7% | +10.0% | +5.8% |
| 30D | +22.9% | -4.5% | +27.4% | +23.3% |
| 3M | +19.6% | +7.6% | +12.1% | +18.2% |
| 6M | +16.5% | +0.3% | +16.2% | +16.1% |
| YTD | +86.7% | +4.5% | +82.1% | +84.8% |
| 1Y | +74.7% | -9.4% | +84.1% | +76.7% |
| 3Y | +102.6% | -21.5% | +124.1% | +118.7% |
| All | +102.6% | -20.7% | +123.3% | +118.7% |
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 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