+30.9%
PM vs ZBH
+18.8%
+12.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.6% |
| 7D | -2.4% | -2.1% | -0.3% | -2.1% |
| 30D | -1.3% | +13.6% | -14.9% | -3.2% |
| 3M | +6.5% | +7.1% | -0.6% | +5.4% |
| 6M | +7.0% | +26.1% | -19.1% | +3.9% |
| YTD | +25.8% | +17.2% | +8.6% | +21.5% |
| 1Y | +30.9% | +17.4% | +13.5% | +26.2% |
| All | +30.9% | +18.8% | +12.1% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling