-15.5%
ZBH vs PTC
+196.2%
-211.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.4% |
| 7D | -4.9% | -13.6% | +8.7% | -0.5% |
| 30D | -3.2% | -14.7% | +11.4% | +1.5% |
| 3M | +5.8% | -5.9% | +11.7% | +6.9% |
| 6M | +2.0% | -21.1% | +23.1% | +8.6% |
| YTD | +5.8% | -26.0% | +31.8% | +14.7% |
| 1Y | -7.9% | -36.8% | +28.9% | +4.9% |
| 3Y | -19.4% | -10.3% | -9.1% | -20.8% |
| 5Y | -29.5% | +1.2% | -30.7% | -35.1% |
| 10Y | -15.5% | +198.3% | -213.8% | -51.4% |
| All | -15.5% | +196.2% | -211.7% | -51.4% |
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