+56.4%
PCG vs ZBH
+325.5%
-269.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -0.5% | +10.6% | -11.0% | -3.7% |
| 30D | +0.8% | +20.4% | -19.6% | -5.1% |
| 3M | -22.0% | +10.0% | -32.1% | -24.8% |
| 6M | -17.1% | +31.0% | -48.1% | -24.4% |
| YTD | -16.9% | +20.3% | -37.2% | -22.4% |
| 1Y | -19.1% | +22.2% | -41.3% | -24.9% |
| 3Y | -19.4% | +4.7% | -24.2% | -23.1% |
| 5Y | +9.0% | -13.7% | +22.7% | +9.2% |
| 10Y | -76.2% | +19.3% | -95.5% | -78.5% |
| All | +56.4% | +325.5% | -269.1% | -8.6% |
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