+278.2%
PCAR vs ZBH
+17.3%
+260.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +3.8% | +10.6% | -6.8% | +0.1% |
| 30D | -2.0% | +20.4% | -22.4% | -8.3% |
| 3M | -19.1% | +10.0% | -29.1% | -22.1% |
| 6M | -6.8% | +31.0% | -37.8% | -15.9% |
| YTD | -2.5% | +20.3% | -22.8% | -9.7% |
| 1Y | +9.7% | +22.2% | -12.6% | +1.0% |
| 3Y | +34.0% | +4.7% | +29.2% | +26.9% |
| 5Y | +113.3% | -13.7% | +127.0% | +113.6% |
| 10Y | +278.2% | +19.3% | +258.9% | +223.0% |
| All | +278.2% | +17.3% | +260.9% | +223.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling