-29.5%
ZBH vs PFG
+109.8%
-139.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -4.9% | +3.2% | -8.1% | -6.2% |
| 30D | -3.2% | +0.9% | -4.2% | -3.7% |
| 3M | +5.8% | +7.7% | -1.9% | +2.6% |
| 6M | +2.0% | +29.0% | -27.0% | -7.9% |
| YTD | +5.8% | +32.5% | -26.7% | -5.6% |
| 1Y | -7.9% | +47.3% | -55.2% | -21.3% |
| 3Y | -19.4% | +68.2% | -87.6% | -36.1% |
| 5Y | -29.5% | +108.5% | -138.0% | -51.0% |
| All | -29.5% | +109.8% | -139.3% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling