-4.8%
PEP vs ZTS
-49.6%
+44.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.3% |
| 7D | +1.0% | -1.0% | +2.1% | +1.1% |
| 30D | +12.6% | +10.8% | +1.8% | +10.4% |
| 3M | +3.1% | +14.1% | -10.9% | +0.5% |
| 6M | -6.3% | +0.8% | -7.0% | -6.9% |
| YTD | +1.9% | -33.1% | +35.0% | +7.4% |
| 1Y | +3.3% | -30.0% | +33.3% | +7.9% |
| 3Y | -4.8% | -49.5% | +44.7% | +4.8% |
| All | -4.8% | -49.6% | +44.8% | +4.8% |
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