+68.4%
PCG vs ZBH
+287.8%
-219.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | -13.9% | -2.8% | -11.0% | -13.1% |
| 30D | -16.9% | -0.1% | -16.8% | -16.9% |
| 3M | -14.7% | +13.4% | -28.2% | -18.2% |
| 6M | -23.8% | +3.0% | -26.8% | -25.0% |
| YTD | -10.5% | +9.7% | -20.1% | -13.6% |
| 1Y | -5.1% | -5.4% | +0.3% | -4.8% |
| 3Y | -11.6% | -15.6% | +4.0% | -9.5% |
| 5Y | +59.0% | -28.1% | +87.1% | +68.9% |
| 10Y | -75.7% | -15.2% | -60.5% | -76.2% |
| All | +68.4% | +287.8% | -219.5% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling