+269.0%
ZBH vs PFG
+999.6%
-730.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.6% |
| 7D | -5.2% | +6.0% | -11.2% | -6.7% |
| 30D | -2.4% | +2.2% | -4.6% | -3.1% |
| 3M | +8.3% | +10.4% | -2.1% | +5.3% |
| 6M | +0.7% | +27.8% | -27.1% | -5.9% |
| YTD | +5.3% | +33.6% | -28.3% | -2.8% |
| 1Y | -9.1% | +49.3% | -58.4% | -18.6% |
| 3Y | -19.7% | +69.7% | -89.4% | -31.2% |
| 5Y | -31.3% | +111.3% | -142.6% | -44.9% |
| 10Y | -18.9% | +240.3% | -259.2% | -44.0% |
| All | +269.0% | +999.6% | -730.6% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling