+699.9%
PG vs ZBH
+265.6%
+434.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.7% |
| 7D | -2.7% | -6.6% | +3.9% | -1.4% |
| 30D | -1.5% | -4.9% | +3.4% | -0.6% |
| 3M | -3.4% | +5.1% | -8.5% | -4.5% |
| 6M | -7.0% | +1.3% | -8.3% | -7.7% |
| YTD | +2.0% | +3.4% | -1.4% | +0.7% |
| 1Y | -6.5% | -8.7% | +2.2% | -5.6% |
| 3Y | +1.2% | -21.2% | +22.4% | +4.2% |
| 5Y | +12.8% | -29.2% | +42.0% | +17.3% |
| 10Y | +117.7% | -17.5% | +135.2% | +110.6% |
| All | +699.9% | +265.6% | +434.4% | +451.5% |
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 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