+210.9%
PM vs ZBH
-16.2%
+227.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.4% |
| 7D | +4.7% | -4.7% | +9.3% | +5.8% |
| 30D | +2.6% | -4.5% | +7.1% | +3.6% |
| 3M | +6.6% | +7.6% | -1.0% | +4.6% |
| 6M | +16.5% | +0.3% | +16.2% | +15.8% |
| YTD | +21.2% | +4.5% | +16.6% | +19.1% |
| 1Y | +17.9% | -9.4% | +27.3% | +19.3% |
| 3Y | +129.8% | -21.5% | +151.3% | +138.1% |
| 5Y | +133.0% | -28.4% | +161.4% | +143.7% |
| All | +210.9% | -16.2% | +227.1% | +190.1% |
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