+204.5%
PH vs ZBH
-15.5%
+220.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.7% |
| 7D | +7.4% | -2.1% | +9.5% | +8.0% |
| 30D | +0.5% | +13.6% | -13.1% | -4.0% |
| 3M | -10.2% | +7.1% | -17.3% | -12.7% |
| 6M | +8.9% | +26.1% | -17.2% | -0.6% |
| YTD | +9.7% | +17.2% | -7.6% | +2.1% |
| 1Y | +12.8% | +17.4% | -4.6% | +4.9% |
| 3Y | +134.6% | +2.0% | +132.6% | +122.0% |
| 5Y | +204.5% | -15.0% | +219.5% | +209.6% |
| All | +204.5% | -15.5% | +220.0% | +209.6% |
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