-0.9%
PPL vs ZBH
+21.9%
-22.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.0% | -2.4% | +1.5% | -0.8% |
| 30D | +3.0% | +16.6% | -13.6% | +1.6% |
| 3M | +1.1% | +10.8% | -9.7% | +0.1% |
| 6M | -0.8% | +35.8% | -36.5% | -3.6% |
| YTD | +3.5% | +20.5% | -17.0% | +1.1% |
| 1Y | -0.9% | +22.7% | -23.6% | -4.1% |
| All | -0.9% | +21.9% | -22.8% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling