+128.7%
PM vs ZBH
-31.0%
+159.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -1.2% | -4.9% | +3.7% | -0.5% |
| 30D | -0.2% | -3.2% | +3.1% | +0.3% |
| 3M | +4.9% | +5.8% | -0.9% | +4.0% |
| 6M | +9.0% | +2.0% | +7.1% | +8.4% |
| YTD | +17.8% | +5.8% | +12.0% | +16.4% |
| 1Y | +16.8% | -7.9% | +24.8% | +17.4% |
| 3Y | +125.4% | -19.4% | +144.8% | +132.0% |
| 5Y | +128.7% | -29.5% | +158.2% | +135.3% |
| All | +128.7% | -31.0% | +159.6% | +135.3% |
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