+1,941.0%
PBR vs ZBH
+274.1%
+1,666.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +0.3% | -4.9% | +5.3% | +2.7% |
| 30D | +17.5% | -3.2% | +20.8% | +19.1% |
| 3M | +20.9% | +5.8% | +15.1% | +16.1% |
| 6M | +20.2% | +2.0% | +18.3% | +16.4% |
| YTD | +84.3% | +5.8% | +78.5% | +74.4% |
| 1Y | +77.1% | -7.9% | +85.0% | +76.8% |
| 3Y | +100.8% | -19.4% | +120.2% | +108.7% |
| 5Y | +556.1% | -29.5% | +585.6% | +604.0% |
| 10Y | +676.1% | -15.5% | +691.6% | +637.2% |
| All | +1,941.0% | +274.1% | +1,666.9% | +1,038.6% |
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