+19.0%
PM vs ZBH
-9.5%
+28.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.4% |
| 7D | +1.9% | -6.6% | +8.5% | +2.7% |
| 30D | +1.9% | -4.9% | +6.8% | +2.5% |
| 3M | +4.6% | +5.1% | -0.5% | +4.1% |
| 6M | +11.7% | +1.3% | +10.3% | +11.2% |
| YTD | +20.4% | +3.4% | +17.0% | +19.6% |
| 1Y | +19.0% | -8.7% | +27.6% | +18.9% |
| All | +19.0% | -9.5% | +28.4% | +18.9% |
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