+7.9%
ZBH vs PFGC
+12.5%
-4.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +13.5% | 0.0% | +9.4% |
| 7D | +14.3% | +13.9% | +0.4% | +10.1% |
| 30D | +20.3% | +18.4% | +1.9% | +15.2% |
| 3M | +15.3% | -2.5% | +17.8% | +13.7% |
| 6M | +33.9% | +26.0% | +7.9% | +28.0% |
| YTD | +23.5% | +21.9% | +1.6% | +15.1% |
| 1Y | +7.9% | +13.4% | -5.5% | +5.5% |
| All | +7.9% | +12.5% | -4.6% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling