+61.8%
PCAR vs ZBH
-19.5%
+81.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.2% | -0.8% |
| 7D | 0.0% | -5.2% | +5.3% | +1.3% |
| 30D | -7.7% | -2.4% | -5.3% | -7.2% |
| 3M | +3.7% | +8.3% | -4.5% | +1.4% |
| 6M | +2.3% | +0.7% | +1.6% | +1.7% |
| YTD | +12.8% | +5.3% | +7.5% | +10.8% |
| 1Y | +27.8% | -9.1% | +36.8% | +28.9% |
| 3Y | +61.8% | -19.7% | +81.5% | +69.6% |
| All | +61.8% | -19.5% | +81.3% | +69.6% |
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 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