+403.0%
PPL vs ZBH
+318.7%
+84.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +0.4% | +11.7% | -11.3% | -2.7% |
| 30D | +5.4% | +19.3% | -13.9% | +0.3% |
| 3M | +4.3% | +8.9% | -4.7% | +1.4% |
| 6M | -1.3% | +28.2% | -29.5% | -8.4% |
| YTD | +4.7% | +18.4% | -13.7% | -1.3% |
| 1Y | +1.3% | +20.6% | -19.3% | -5.0% |
| 3Y | +57.2% | -0.6% | +57.8% | +52.7% |
| 5Y | +48.2% | -19.7% | +68.0% | +50.7% |
| 10Y | +62.7% | +14.7% | +48.0% | +45.2% |
| All | +403.0% | +318.7% | +84.4% | +204.3% |
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 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