+7.9%
ZBH vs PNR
-31.2%
+39.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.3% | +10.2% | +12.3% |
| 7D | +14.3% | +11.9% | +2.4% | +10.3% |
| 30D | +20.3% | +37.1% | -16.8% | +8.1% |
| 3M | +15.3% | +5.7% | +9.6% | +13.6% |
| 6M | +33.9% | -5.7% | +39.6% | +36.0% |
| YTD | +23.5% | -29.8% | +53.3% | +35.8% |
| 1Y | +7.9% | -31.8% | +39.7% | +19.2% |
| All | +7.9% | -31.2% | +39.1% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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