+3.9%
PEP vs ZBH
-30.7%
+34.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.4% |
| 7D | +0.1% | -5.2% | +5.3% | +1.2% |
| 30D | +0.7% | -2.4% | +3.1% | +1.2% |
| 3M | -0.5% | +8.3% | -8.8% | -2.2% |
| 6M | -11.3% | +0.7% | -12.0% | -11.8% |
| YTD | -0.6% | +5.3% | -5.9% | -2.2% |
| 1Y | +1.7% | -9.1% | +10.7% | +2.7% |
| 3Y | -12.5% | -19.7% | +7.2% | -10.1% |
| 5Y | +3.9% | -31.3% | +35.2% | +7.2% |
| All | +3.9% | -30.7% | +34.6% | +7.2% |
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 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