+48.5%
PFE vs ZTS
+78.9%
-30.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -2.1% | +1.0% | -3.1% | -2.5% |
| 30D | +3.1% | +12.4% | -9.3% | -1.0% |
| 3M | +11.2% | +13.6% | -2.4% | +6.2% |
| 6M | +15.0% | +9.3% | +5.7% | +10.7% |
| YTD | +23.5% | -32.6% | +56.1% | +38.4% |
| 1Y | +18.9% | -30.0% | +48.9% | +31.3% |
| 3Y | +18.7% | -48.7% | +67.5% | +43.4% |
| 5Y | -24.0% | -59.3% | +35.3% | -1.3% |
| All | +48.5% | +78.9% | -30.5% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling