+836.5%
PM vs ZBH
+67.0%
+769.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -7.1% | -2.4% | -4.6% | -6.4% |
| 30D | -2.8% | +16.6% | -19.4% | -7.1% |
| 3M | +6.3% | +10.8% | -4.5% | +2.9% |
| 6M | +9.6% | +35.8% | -26.1% | +0.1% |
| YTD | +25.6% | +20.5% | +5.1% | +17.8% |
| 1Y | +29.7% | +22.7% | +6.9% | +20.9% |
| 3Y | +147.6% | +4.9% | +142.7% | +135.4% |
| 5Y | +160.1% | -12.8% | +172.9% | +157.4% |
| 10Y | +260.9% | +22.7% | +238.2% | +202.2% |
| All | +836.5% | +67.0% | +769.4% | +544.4% |
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