+542.7%
PBR vs ZBH
-28.6%
+571.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.0% |
| 7D | +5.4% | -4.7% | +10.0% | +6.0% |
| 30D | +22.9% | -4.5% | +27.4% | +23.6% |
| 3M | +19.6% | +7.6% | +12.1% | +17.8% |
| 6M | +16.5% | +0.3% | +16.2% | +15.8% |
| YTD | +86.7% | +4.5% | +82.1% | +84.0% |
| 1Y | +74.7% | -9.4% | +84.1% | +76.3% |
| 3Y | +102.6% | -21.5% | +124.1% | +109.7% |
| All | +542.7% | -28.6% | +571.3% | +590.9% |
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