+73.4%
PGR vs ZBH
-20.7%
+94.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.5% |
| 7D | -0.6% | -4.7% | +4.1% | +0.1% |
| 30D | +4.9% | -4.5% | +9.4% | +5.7% |
| 3M | +7.6% | +7.6% | +0.1% | +6.6% |
| 6M | +8.3% | +0.3% | +8.0% | +7.9% |
| YTD | +1.7% | +4.5% | -2.8% | +0.8% |
| 1Y | -6.8% | -9.4% | +2.5% | -6.2% |
| 3Y | +73.4% | -21.5% | +94.9% | +74.6% |
| All | +73.4% | -20.7% | +94.1% | +74.6% |
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 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