+270.9%
ZBH vs PEG
+804.7%
-533.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.2% |
| 7D | -4.9% | -1.0% | -3.9% | -4.6% |
| 30D | -3.2% | -2.6% | -0.6% | -2.4% |
| 3M | +5.8% | -7.6% | +13.5% | +8.9% |
| 6M | +2.0% | -12.2% | +14.1% | +6.7% |
| YTD | +5.8% | -8.1% | +13.9% | +8.7% |
| 1Y | -7.9% | -7.0% | -1.0% | -5.8% |
| 3Y | -19.4% | +30.6% | -49.9% | -28.1% |
| 5Y | -29.5% | +34.4% | -63.9% | -38.3% |
| 10Y | -15.5% | +146.5% | -162.0% | -40.2% |
| All | +270.9% | +804.7% | -533.8% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling