+1.6%
PG vs ZBH
-20.7%
+22.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | -0.8% | -4.7% | +3.9% | 0.0% |
| 30D | +0.8% | -4.5% | +5.3% | +1.6% |
| 3M | -1.3% | +7.6% | -8.9% | -2.7% |
| 6M | -3.8% | +0.3% | -4.1% | -4.2% |
| YTD | +3.6% | +4.5% | -0.9% | +2.3% |
| 1Y | -5.7% | -9.4% | +3.7% | -4.9% |
| 3Y | +1.6% | -21.5% | +23.1% | +4.0% |
| All | +1.6% | -20.7% | +22.3% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling