+17.5%
ZBH vs PFGC
+419.1%
-401.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | -2.8% | -2.2% | -0.6% | -2.3% |
| 30D | -0.1% | -11.9% | +11.8% | +3.0% |
| 3M | +13.4% | +5.0% | +8.4% | +11.9% |
| 6M | +3.0% | +8.6% | -5.6% | +0.5% |
| YTD | +9.7% | +9.7% | 0.0% | +6.2% |
| 1Y | -5.4% | -6.3% | +0.9% | -4.7% |
| 3Y | -15.6% | +58.2% | -73.8% | -26.7% |
| 5Y | -28.1% | +110.4% | -138.6% | -43.3% |
| 10Y | -15.2% | +272.8% | -288.0% | -46.2% |
| All | +17.5% | +419.1% | -401.6% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling