+3,772.5%
PGR vs ZBH
+269.7%
+3,502.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.3% |
| 7D | -0.6% | -4.7% | +4.1% | +0.9% |
| 30D | +4.9% | -4.5% | +9.4% | +6.4% |
| 3M | +7.6% | +7.6% | +0.1% | +5.0% |
| 6M | +8.3% | +0.3% | +8.0% | +7.4% |
| YTD | +1.7% | +4.5% | -2.8% | -0.5% |
| 1Y | -6.8% | -9.4% | +2.5% | -5.4% |
| 3Y | +73.4% | -21.5% | +94.9% | +80.9% |
| 5Y | +161.2% | -28.4% | +189.6% | +175.1% |
| 10Y | +819.5% | -16.5% | +836.0% | +756.6% |
| All | +3,772.5% | +269.7% | +3,502.8% | +2,005.3% |
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