-15.3%
ZBH vs PTC
+60.7%
-75.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -2.3% | +0.5% | -2.7% | -2.4% |
| 30D | +12.5% | +1.2% | +11.2% | +12.2% |
| 3M | +3.9% | +27.4% | -23.4% | -2.6% |
| 6M | +25.4% | +39.2% | -13.8% | +14.3% |
| YTD | +15.7% | +12.5% | +3.2% | +11.1% |
| 1Y | +15.2% | +12.3% | +2.9% | +10.6% |
| 3Y | +0.3% | +28.8% | -28.5% | -10.7% |
| All | -15.3% | +60.7% | -75.9% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling