+17.9%
ZBH vs PFG
+184.0%
-166.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -2.3% | +2.4% | -4.6% | -3.3% |
| 30D | +12.5% | +5.9% | +6.6% | +9.9% |
| 3M | +3.9% | -0.4% | +4.4% | +4.1% |
| 6M | +25.4% | +14.8% | +10.6% | +17.8% |
| YTD | +15.7% | +31.9% | -16.2% | +1.8% |
| 1Y | +15.2% | +38.8% | -23.6% | -1.0% |
| 3Y | +0.3% | +82.4% | -82.1% | -25.5% |
| 5Y | -16.1% | +94.7% | -110.8% | -41.1% |
| All | +17.9% | +184.0% | -166.1% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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