-20.5%
ZBH vs PFGC
+61.7%
-82.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -4.9% | -3.7% | -1.2% | -4.2% |
| 30D | -3.2% | -16.0% | +12.7% | 0.0% |
| 3M | +5.8% | -4.1% | +10.0% | +6.8% |
| 6M | +2.0% | +8.7% | -6.7% | +0.3% |
| YTD | +5.8% | +6.4% | -0.6% | +3.8% |
| 1Y | -7.9% | -8.4% | +0.4% | -6.7% |
| All | -20.5% | +61.7% | -82.2% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling