+22.6%
ZBH vs PENG
+99.6%
-77.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -1.0% |
| 7D | +10.6% | -16.1% | +26.6% | +9.9% |
| 30D | +20.4% | -41.5% | +61.9% | +18.6% |
| 3M | +10.0% | -19.1% | +29.1% | +9.6% |
| 6M | +31.0% | +0.9% | +30.1% | +26.5% |
| YTD | +20.3% | +128.2% | -107.9% | +6.8% |
| All | +22.6% | +99.6% | -77.1% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling