+389.3%
PPL vs ZBH
+287.8%
+101.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +2.7% | -2.8% | +5.5% | +3.4% |
| 30D | +0.5% | -0.1% | +0.5% | +0.4% |
| 3M | +0.7% | +13.4% | -12.8% | -2.9% |
| 6M | -7.6% | +3.0% | -10.6% | -8.9% |
| YTD | +1.8% | +9.7% | -7.8% | -1.5% |
| 1Y | -0.8% | -5.4% | +4.6% | -0.7% |
| 3Y | +56.9% | -15.6% | +72.4% | +59.8% |
| 5Y | +39.5% | -28.1% | +67.6% | +46.5% |
| 10Y | +55.4% | -15.2% | +70.6% | +49.8% |
| All | +389.3% | +287.8% | +101.5% | +203.5% |
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