+17.9%
ZBH vs PFGC
+351.0%
-333.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | -2.3% | +3.4% | -5.7% | -3.1% |
| 30D | +12.5% | +16.9% | -4.5% | +8.1% |
| 3M | +3.9% | +6.4% | -2.5% | +2.2% |
| 6M | +25.4% | +16.0% | +9.4% | +20.4% |
| YTD | +15.7% | +23.6% | -7.9% | +8.5% |
| 1Y | +15.2% | +16.6% | -1.4% | +9.6% |
| 3Y | +0.3% | +82.3% | -81.9% | -16.3% |
| 5Y | -16.1% | +138.7% | -154.8% | -36.3% |
| All | +17.9% | +351.0% | -333.1% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling