+73.9%
PL vs ZBH
-42.8%
+116.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -13.9% | -4.9% | -8.9% | -12.5% |
| 30D | -25.5% | -3.2% | -22.2% | -24.8% |
| 3M | -44.8% | +5.8% | -50.6% | -46.5% |
| 6M | -33.3% | +2.0% | -35.3% | -34.9% |
| YTD | -12.7% | +5.8% | -18.5% | -16.4% |
| 1Y | +90.9% | -7.9% | +98.8% | +92.1% |
| 3Y | +528.5% | -19.4% | +547.8% | +568.1% |
| 5Y | +72.7% | -29.5% | +102.2% | +80.6% |
| All | +73.9% | -42.8% | +116.8% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling