+848.9%
PM vs ZBH
+60.4%
+788.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | +0.5% | -2.3% | +2.8% | +1.1% |
| 30D | -3.2% | +12.5% | -15.7% | -6.6% |
| 3M | +6.2% | +3.9% | +2.3% | +4.6% |
| 6M | +7.7% | +25.4% | -17.8% | +0.5% |
| YTD | +27.3% | +15.7% | +11.6% | +20.6% |
| 1Y | +32.8% | +15.2% | +17.6% | +26.0% |
| 3Y | +150.0% | +0.3% | +149.7% | +140.6% |
| 5Y | +164.2% | -16.1% | +180.3% | +164.1% |
| 10Y | +265.7% | +17.8% | +247.9% | +209.5% |
| All | +848.9% | +60.4% | +788.5% | +560.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling