-1.2%
ZBH vs PENG
+597.2%
-598.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.4% | -13.6% | -2.3% |
| 7D | +11.7% | -19.4% | +31.2% | +13.3% |
| 30D | +19.3% | -42.4% | +61.7% | +24.6% |
| 3M | +8.9% | -25.6% | +34.6% | +10.1% |
| 6M | +28.2% | +7.3% | +20.9% | +20.2% |
| YTD | +18.4% | +113.9% | -95.5% | +0.7% |
| 1Y | +20.6% | +93.6% | -73.0% | +3.7% |
| 3Y | -0.6% | +170.2% | -170.8% | -22.4% |
| 5Y | -19.7% | +44.2% | -63.9% | -34.9% |
| All | -1.2% | +597.2% | -598.4% | -36.8% |
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