-3.4%
PEP vs ZTS
-48.0%
+44.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | +2.9% | +5.6% | -2.7% | +1.8% |
| 30D | +12.5% | +12.1% | +0.4% | +10.0% |
| 3M | +4.5% | +11.3% | -6.7% | +2.3% |
| 6M | -0.5% | +14.3% | -14.8% | -3.2% |
| YTD | +4.4% | -31.9% | +36.3% | +9.8% |
| 1Y | +4.4% | -29.3% | +33.6% | +8.8% |
| 3Y | -3.4% | -48.0% | +44.7% | +4.2% |
| All | -3.4% | -48.0% | +44.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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