-9.4%
ZBH vs PNR
-47.6%
+38.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -4.7% | -6.0% | +1.4% | -2.5% |
| 30D | -4.5% | -14.0% | +9.5% | +0.9% |
| 3M | +7.6% | -21.7% | +29.3% | +16.1% |
| 6M | +0.3% | -37.3% | +37.6% | +18.7% |
| YTD | +4.5% | -45.1% | +49.7% | +26.0% |
| 1Y | -9.4% | -49.1% | +39.7% | +10.9% |
| All | -9.4% | -47.6% | +38.2% | +10.9% |
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