+56.8%
PPL vs ZBH
-18.5%
+75.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +2.7% | -2.8% | +5.5% | +3.1% |
| 30D | +0.5% | -0.1% | +0.5% | +0.4% |
| 3M | +0.7% | +13.4% | -12.8% | -1.5% |
| 6M | -7.6% | +3.0% | -10.6% | -8.3% |
| YTD | +1.8% | +9.7% | -7.8% | -0.2% |
| 1Y | -0.8% | -5.4% | +4.6% | -0.4% |
| All | +56.8% | -18.5% | +75.4% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling