+1.4%
ZBH vs PENG
+661.7%
-660.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.3% | -6.7% | +1.7% |
| 7D | +11.3% | -3.8% | +15.1% | +11.0% |
| 30D | +21.5% | -40.1% | +61.6% | +26.4% |
| 3M | +12.5% | -21.8% | +34.3% | +13.2% |
| 6M | +32.3% | +3.3% | +29.0% | +25.1% |
| YTD | +21.4% | +133.6% | -112.2% | +2.5% |
| 1Y | +23.7% | +110.7% | -87.0% | +5.6% |
| 3Y | +7.0% | +204.3% | -197.2% | -17.5% |
| 5Y | -13.2% | +54.4% | -67.6% | -30.0% |
| All | +1.4% | +661.7% | -660.3% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling