+99.6%
PR vs ZBH
-15.7%
+115.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | +2.9% | -2.8% | +5.7% | +4.5% |
| 30D | +18.0% | -0.1% | +18.1% | +17.8% |
| 3M | +16.9% | +13.4% | +3.4% | +7.4% |
| 6M | +28.2% | +3.0% | +25.2% | +23.0% |
| YTD | +69.3% | +9.7% | +59.7% | +55.8% |
| 1Y | +69.5% | -5.4% | +74.9% | +68.0% |
| 3Y | +81.7% | -15.6% | +97.3% | +85.5% |
| 5Y | +422.2% | -28.1% | +450.4% | +481.9% |
| All | +99.6% | -15.7% | +115.3% | +113.7% |
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