+269.3%
ZBH vs PTC
+492.2%
-222.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.5% | +1.6% | -2.8% |
| 7D | -5.2% | -12.8% | +7.6% | -2.5% |
| 30D | -2.4% | -9.8% | +7.4% | -0.4% |
| 3M | +8.3% | -2.1% | +10.3% | +8.1% |
| 6M | +0.7% | -18.1% | +18.8% | +4.2% |
| YTD | +5.3% | -23.5% | +28.9% | +10.4% |
| 1Y | -9.1% | -37.4% | +28.3% | -0.8% |
| 3Y | -19.7% | -7.2% | -12.5% | -20.4% |
| 5Y | -31.3% | +2.7% | -34.0% | -34.1% |
| 10Y | -18.9% | +203.4% | -222.3% | -38.9% |
| All | +269.3% | +492.2% | -222.9% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling