-17.4%
ZBH vs PFGC
+292.9%
-310.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | -4.7% | -4.8% | +0.1% | -3.5% |
| 30D | -4.5% | -12.5% | +8.0% | -1.2% |
| 3M | +7.6% | -9.7% | +17.3% | +10.3% |
| 6M | +0.3% | +7.0% | -6.7% | -1.8% |
| YTD | +4.5% | +4.5% | +0.1% | +2.4% |
| 1Y | -9.4% | -11.6% | +2.2% | -7.3% |
| 3Y | -21.5% | +58.5% | -80.0% | -32.1% |
| 5Y | -28.4% | +112.6% | -141.0% | -44.1% |
| All | -17.4% | +292.9% | -310.3% | -48.3% |
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