+509.1%
PEP vs ZBH
+314.6%
+194.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.6% |
| 7D | -0.3% | -2.1% | +1.8% | +0.1% |
| 30D | +11.8% | +13.6% | -1.8% | +8.6% |
| 3M | +3.7% | +7.1% | -3.4% | +1.9% |
| 6M | -4.3% | +26.1% | -30.4% | -9.3% |
| YTD | +2.1% | +17.2% | -15.1% | -2.0% |
| 1Y | +2.5% | +17.4% | -14.9% | -1.8% |
| 3Y | -5.0% | +2.0% | -7.1% | -7.4% |
| 5Y | +2.9% | -15.0% | +17.8% | +3.1% |
| 10Y | +87.9% | +19.4% | +68.5% | +69.3% |
| All | +509.1% | +314.6% | +194.5% | +324.9% |
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 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