+270.9%
ZBH vs PNR
+676.7%
-405.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.1% |
| 7D | -4.9% | -3.9% | -1.0% | -3.6% |
| 30D | -3.2% | -13.8% | +10.6% | +2.0% |
| 3M | +5.8% | -22.5% | +28.4% | +15.2% |
| 6M | +2.0% | -37.2% | +39.1% | +19.5% |
| YTD | +5.8% | -44.2% | +50.0% | +28.7% |
| 1Y | -7.9% | -46.6% | +38.7% | +13.6% |
| 3Y | -19.4% | -12.5% | -6.9% | -18.5% |
| 5Y | -29.5% | -19.3% | -10.2% | -28.3% |
| 10Y | -15.5% | +67.5% | -83.0% | -36.2% |
| All | +270.9% | +676.7% | -405.9% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling