+4,865.9%
PH vs ZBH
+287.8%
+4,578.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -3.1% | -2.8% | -0.2% | -1.8% |
| 30D | -3.2% | -0.1% | -3.2% | -3.3% |
| 3M | +10.6% | +13.4% | -2.8% | +3.6% |
| 6M | -2.1% | +3.0% | -5.1% | -4.9% |
| YTD | +10.2% | +9.7% | +0.5% | +3.8% |
| 1Y | +28.2% | -5.4% | +33.6% | +27.9% |
| 3Y | +134.9% | -15.6% | +150.5% | +141.2% |
| 5Y | +253.6% | -28.1% | +281.8% | +284.9% |
| 10Y | +804.7% | -15.2% | +820.0% | +781.3% |
| All | +4,865.9% | +287.8% | +4,578.1% | +2,597.6% |
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 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