+763.1%
PM vs ZBH
+52.0%
+711.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -4.9% | -2.8% | -2.1% | -4.1% |
| 30D | -3.4% | -0.1% | -3.3% | -3.4% |
| 3M | +5.2% | +13.4% | -8.3% | +1.4% |
| 6M | +3.7% | +3.0% | +0.7% | +2.2% |
| YTD | +15.8% | +9.7% | +6.1% | +11.9% |
| 1Y | +17.4% | -5.4% | +22.8% | +17.5% |
| 3Y | +116.9% | -15.6% | +132.5% | +120.5% |
| 5Y | +117.3% | -28.1% | +145.4% | +128.1% |
| 10Y | +193.8% | -15.2% | +209.0% | +176.3% |
| All | +763.1% | +52.0% | +711.1% | +512.2% |
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 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