+713.9%
PNC vs ZBH
+274.1%
+439.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -0.7% | -4.9% | +4.2% | +1.5% |
| 30D | -4.4% | -3.2% | -1.2% | -3.1% |
| 3M | +4.5% | +5.8% | -1.3% | +1.1% |
| 6M | +19.1% | +2.0% | +17.1% | +16.3% |
| YTD | +18.0% | +5.8% | +12.2% | +13.0% |
| 1Y | +24.1% | -7.9% | +32.0% | +25.3% |
| 3Y | +130.0% | -19.4% | +149.4% | +141.7% |
| 5Y | +50.4% | -29.5% | +79.9% | +65.6% |
| 10Y | +271.3% | -15.5% | +286.8% | +258.1% |
| All | +713.9% | +274.1% | +439.8% | +319.8% |
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