-17.4%
ZBH vs PEG
+148.0%
-165.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | -4.7% | -0.9% | -3.8% | -4.3% |
| 30D | -4.5% | -3.7% | -0.8% | -2.8% |
| 3M | +7.6% | -7.3% | +14.8% | +11.5% |
| 6M | +0.3% | -10.5% | +10.8% | +5.5% |
| YTD | +4.5% | -7.5% | +12.0% | +7.9% |
| 1Y | -9.4% | -8.7% | -0.7% | -5.8% |
| 3Y | -21.5% | +31.4% | -52.8% | -34.1% |
| 5Y | -28.4% | +37.8% | -66.2% | -42.3% |
| All | -17.4% | +148.0% | -165.4% | -45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling