-7.9%
ZBH vs PTC
-39.6%
+31.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.9% |
| 7D | -4.9% | -13.6% | +8.7% | -2.9% |
| 30D | -3.2% | -14.7% | +11.4% | -1.1% |
| 3M | +5.8% | -5.9% | +11.7% | +5.9% |
| 6M | +2.0% | -21.1% | +23.1% | +4.3% |
| YTD | +5.8% | -26.0% | +31.8% | +9.0% |
| 1Y | -7.9% | -36.8% | +28.9% | -1.5% |
| All | -7.9% | -39.6% | +31.7% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling