+187.2%
PEP vs ZTS
+170.4%
+16.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.5% |
| 7D | -1.4% | -2.0% | +0.6% | -0.9% |
| 30D | +0.2% | +1.9% | -1.7% | -0.5% |
| 3M | -1.1% | -4.0% | +2.9% | -0.3% |
| 6M | -13.5% | -39.1% | +25.6% | -2.7% |
| YTD | -1.2% | -38.8% | +37.6% | +10.9% |
| 1Y | -1.6% | -49.6% | +48.0% | +16.0% |
| 3Y | -12.5% | -59.0% | +46.5% | +7.6% |
| 5Y | +3.0% | -61.8% | +64.8% | +27.3% |
| 10Y | +73.9% | +61.4% | +12.5% | +53.8% |
| All | +187.2% | +170.4% | +16.8% | +132.4% |
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