-74.2%
PCG vs ZBH
-18.3%
-55.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.9% | +7.6% | +5.2% |
| 7D | +5.4% | -5.2% | +10.6% | +7.6% |
| 30D | -15.1% | -2.4% | -12.7% | -14.5% |
| 3M | -9.8% | +8.3% | -18.1% | -13.2% |
| 6M | -18.0% | +0.7% | -18.7% | -19.2% |
| YTD | -7.2% | +5.3% | -12.6% | -10.4% |
| 1Y | +2.9% | -9.1% | +11.9% | +4.7% |
| 3Y | -11.1% | -19.7% | +8.6% | -6.5% |
| 5Y | +61.8% | -31.3% | +93.1% | +78.7% |
| All | -74.2% | -18.3% | -55.9% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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