+196.1%
PEP vs ZTS
+195.6%
+0.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.6% |
| 7D | +1.0% | -1.0% | +2.1% | +1.1% |
| 30D | +12.6% | +10.8% | +1.8% | +9.4% |
| 3M | +3.1% | +14.1% | -10.9% | -0.7% |
| 6M | -6.3% | +0.8% | -7.0% | -7.0% |
| YTD | +1.9% | -33.1% | +35.0% | +11.4% |
| 1Y | +3.3% | -30.0% | +33.3% | +11.4% |
| 3Y | -4.8% | -49.5% | +44.7% | +10.3% |
| 5Y | +2.0% | -60.2% | +62.3% | +24.9% |
| 10Y | +80.3% | +77.0% | +3.3% | +55.4% |
| All | +196.1% | +195.6% | +0.5% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling