+3.7%
PEP vs ZBH
+11.3%
-7.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +13.5% | -9.7% | +1.5% |
| 7D | +7.4% | +14.3% | -6.9% | +4.9% |
| 30D | +13.3% | +20.3% | -6.9% | +9.9% |
| 3M | +3.5% | +15.3% | -11.8% | +1.0% |
| 6M | -5.9% | +33.9% | -39.9% | -9.4% |
| YTD | +2.3% | +23.5% | -21.2% | -1.5% |
| 1Y | +3.7% | +7.9% | -4.2% | -0.1% |
| All | +3.7% | +11.3% | -7.6% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling