+31.0%
PL vs ZBH
-16.1%
+47.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.3% |
| 7D | +10.0% | -2.3% | +12.3% | +10.8% |
| 30D | -2.3% | +12.5% | -14.7% | -6.0% |
| 3M | -44.2% | +3.9% | -48.1% | -45.1% |
| 6M | -66.1% | +25.4% | -91.5% | -69.6% |
| YTD | -30.0% | +15.7% | -45.7% | -35.4% |
| 1Y | +21.0% | +15.2% | +5.9% | +11.3% |
| 3Y | +516.5% | +0.3% | +516.2% | +474.8% |
| All | +31.0% | -16.1% | +47.1% | +44.3% |
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 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