+19.4%
ZBH vs PTC
+313.0%
-293.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -2.1% | +0.8% | -3.0% | -2.4% |
| 30D | +13.6% | +1.2% | +12.4% | +13.2% |
| 3M | +7.1% | +32.6% | -25.5% | -3.2% |
| 6M | +26.1% | +36.1% | -10.0% | +12.1% |
| YTD | +17.2% | +12.7% | +4.6% | +10.2% |
| 1Y | +17.4% | +10.2% | +7.2% | +11.1% |
| 3Y | +2.0% | +29.4% | -27.4% | -11.3% |
| 5Y | -15.0% | +61.1% | -76.0% | -33.2% |
| All | +19.4% | +313.0% | -293.6% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling