+489.3%
PEP vs ZBH
+287.8%
+201.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.4% | -2.8% | +1.4% | -0.8% |
| 30D | +0.2% | -0.1% | +0.3% | +0.2% |
| 3M | -1.1% | +13.4% | -14.5% | -3.8% |
| 6M | -13.5% | +3.0% | -16.5% | -14.4% |
| YTD | -1.2% | +9.7% | -10.8% | -3.6% |
| 1Y | -1.6% | -5.4% | +3.8% | -1.4% |
| 3Y | -12.5% | -15.6% | +3.1% | -11.0% |
| 5Y | +3.0% | -28.1% | +31.2% | +7.1% |
| 10Y | +73.9% | -15.2% | +89.2% | +68.1% |
| All | +489.3% | +287.8% | +201.5% | +318.1% |
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 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