-28.7%
ZBH vs PPG
-24.1%
-4.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -4.7% | -6.2% | +1.6% | -2.4% |
| 30D | -4.5% | -7.9% | +3.4% | -1.6% |
| 3M | +7.6% | -10.2% | +17.8% | +11.5% |
| 6M | +0.3% | +2.7% | -2.4% | -1.6% |
| YTD | +4.5% | +4.9% | -0.4% | +1.2% |
| 1Y | -9.4% | -3.2% | -6.2% | -9.6% |
| 3Y | -21.5% | -17.0% | -4.5% | -17.5% |
| All | -28.7% | -24.1% | -4.6% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 5y: compounded portfolio wealth divided by compounded PPG 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…
5y analysis · Full analysis span regression · 6 months rolling