+26.8%
PL vs ZBH
-36.0%
+62.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.2% | +11.6% | +10.7% |
| 7D | -6.8% | +11.7% | -18.5% | -9.8% |
| 30D | -29.3% | +19.3% | -48.6% | -32.9% |
| 3M | -44.8% | +8.9% | -53.7% | -46.4% |
| 6M | -68.4% | +28.2% | -96.5% | -71.6% |
| YTD | -36.4% | +18.4% | -54.7% | -41.2% |
| 1Y | +0.7% | +20.6% | -19.9% | -8.2% |
| 3Y | +455.3% | -0.6% | +455.9% | +434.1% |
| 5Y | +22.7% | -19.7% | +42.4% | +23.7% |
| All | +26.8% | -36.0% | +62.8% | +28.1% |
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 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