+65.0%
PPL vs ZBH
+20.1%
+45.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.0% | -2.4% | +1.5% | -0.3% |
| 30D | +3.0% | +16.6% | -13.6% | -1.8% |
| 3M | +1.1% | +10.8% | -9.7% | -2.4% |
| 6M | -0.8% | +35.8% | -36.5% | -10.1% |
| YTD | +3.5% | +20.5% | -17.0% | -3.5% |
| 1Y | -0.9% | +22.7% | -23.6% | -8.2% |
| 3Y | +54.2% | +4.9% | +49.3% | +46.9% |
| 5Y | +46.3% | -12.8% | +59.1% | +45.7% |
| 10Y | +65.0% | +22.7% | +42.4% | +43.3% |
| All | +65.0% | +20.1% | +45.0% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling