+811.9%
PGR vs ZBH
-16.2%
+828.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.4% |
| 7D | -0.6% | -4.7% | +4.1% | +0.4% |
| 30D | +4.9% | -4.5% | +9.4% | +6.0% |
| 3M | +7.6% | +7.6% | +0.1% | +5.9% |
| 6M | +8.3% | +0.3% | +8.0% | +7.7% |
| YTD | +1.7% | +4.5% | -2.8% | +0.3% |
| 1Y | -6.8% | -9.4% | +2.5% | -5.8% |
| 3Y | +73.4% | -21.5% | +94.9% | +79.0% |
| 5Y | +161.2% | -28.4% | +189.6% | +171.2% |
| All | +811.9% | -16.2% | +828.1% | +786.8% |
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 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