+168.2%
PCAR vs ZBH
-30.7%
+198.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.2% | -0.7% |
| 7D | 0.0% | -5.2% | +5.3% | +1.6% |
| 30D | -7.7% | -2.4% | -5.3% | -7.2% |
| 3M | +3.7% | +8.3% | -4.5% | +1.0% |
| 6M | +2.3% | +0.7% | +1.6% | +1.6% |
| YTD | +12.8% | +5.3% | +7.5% | +10.4% |
| 1Y | +27.8% | -9.1% | +36.8% | +29.4% |
| 3Y | +61.8% | -19.7% | +81.5% | +68.1% |
| 5Y | +168.2% | -31.3% | +199.5% | +182.9% |
| All | +168.2% | -30.7% | +198.9% | +182.9% |
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