+7.9%
ZBH vs PEG
-6.2%
+14.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +0.6% | +12.9% | +13.3% |
| 7D | +14.3% | +1.0% | +13.2% | +13.9% |
| 30D | +20.3% | +6.6% | +13.7% | +17.7% |
| 3M | +15.3% | -3.1% | +18.4% | +16.8% |
| 6M | +33.9% | -7.4% | +41.3% | +38.7% |
| YTD | +23.5% | -6.4% | +29.9% | +25.2% |
| 1Y | +7.9% | -7.4% | +15.3% | +11.7% |
| All | +7.9% | -6.2% | +14.1% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling