+152.6%
PR vs ZBH
+3.2%
+149.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.5% |
| 7D | -16.4% | +11.7% | -28.1% | -22.0% |
| 30D | -1.9% | +19.3% | -21.2% | -11.9% |
| 3M | +8.0% | +8.9% | -1.0% | +1.2% |
| 6M | +4.1% | +28.2% | -24.1% | -12.0% |
| YTD | +58.7% | +18.4% | +40.3% | +38.1% |
| 1Y | +75.8% | +20.6% | +55.3% | +51.1% |
| 3Y | +73.2% | -0.6% | +73.8% | +58.4% |
| 5Y | +230.1% | -19.7% | +249.9% | +241.3% |
| 10Y | +67.4% | +14.7% | +52.6% | +70.3% |
| All | +152.6% | +3.2% | +149.4% | +156.3% |
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