+267.7%
PR vs ZBH
-16.1%
+283.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | +6.0% | -2.3% | +8.2% | +6.5% |
| 30D | -4.2% | +12.5% | -16.7% | -7.8% |
| 3M | +10.0% | +3.9% | +6.0% | +8.1% |
| 6M | +15.6% | +25.4% | -9.8% | +6.3% |
| YTD | +68.2% | +15.7% | +52.5% | +57.4% |
| 1Y | +79.2% | +15.2% | +64.0% | +67.8% |
| 3Y | +94.9% | +0.3% | +94.6% | +85.1% |
| All | +267.7% | -16.1% | +283.8% | +315.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling