-8.5%
ZBH vs PENG
+762.7%
-771.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -1.5% |
| 7D | -2.8% | +4.5% | -7.4% | -3.3% |
| 30D | -0.1% | -7.1% | +7.0% | +0.4% |
| 3M | +13.4% | -27.3% | +40.7% | +14.7% |
| 6M | +3.0% | +169.6% | -166.6% | -12.7% |
| YTD | +9.7% | +164.6% | -155.0% | -7.1% |
| 1Y | -5.4% | +109.5% | -114.9% | -18.0% |
| 3Y | -15.6% | +98.9% | -114.5% | -30.9% |
| 5Y | -28.1% | +116.3% | -144.4% | -43.9% |
| All | -8.5% | +762.7% | -771.1% | -41.7% |
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