+3,599.0%
PCAR vs ZBH
+287.8%
+3,311.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | -0.5% | -2.8% | +2.3% | +0.8% |
| 30D | -6.2% | -0.1% | -6.1% | -6.3% |
| 3M | +5.9% | +13.4% | -7.5% | -0.5% |
| 6M | +0.4% | +3.0% | -2.6% | -1.9% |
| YTD | +14.8% | +9.7% | +5.2% | +8.8% |
| 1Y | +30.1% | -5.4% | +35.5% | +30.1% |
| 3Y | +66.7% | -15.6% | +82.2% | +71.5% |
| 5Y | +166.1% | -28.1% | +194.2% | +187.9% |
| 10Y | +353.7% | -15.2% | +368.9% | +316.5% |
| All | +3,599.0% | +287.8% | +3,311.1% | +1,494.2% |
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