+367.9%
PCAR vs ZBH
-18.0%
+385.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.2% | -4.9% | +4.7% | +1.5% |
| 30D | -6.9% | -3.2% | -3.6% | -5.9% |
| 3M | +2.1% | +5.8% | -3.7% | -0.3% |
| 6M | +1.6% | +2.0% | -0.4% | +0.2% |
| YTD | +12.2% | +5.8% | +6.4% | +9.1% |
| 1Y | +28.0% | -7.9% | +36.0% | +29.4% |
| 3Y | +61.0% | -19.4% | +80.3% | +67.9% |
| 5Y | +163.9% | -29.5% | +193.4% | +183.9% |
| 10Y | +367.9% | -15.5% | +383.5% | +332.6% |
| All | +367.9% | -18.0% | +385.9% | +332.6% |
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 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