+32.9%
PFE vs ZTS
+54.3%
-21.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.6% | -1.3% |
| 7D | -2.7% | -4.8% | +2.1% | -1.1% |
| 30D | +3.8% | +1.2% | +2.6% | +3.3% |
| 3M | +10.4% | -6.0% | +16.4% | +12.1% |
| 6M | +6.3% | -38.7% | +45.0% | +23.2% |
| YTD | +17.4% | -40.6% | +58.0% | +37.5% |
| 1Y | +21.1% | -50.6% | +71.7% | +50.9% |
| 3Y | -1.6% | -58.7% | +57.2% | +28.5% |
| 5Y | -22.2% | -62.8% | +40.7% | +3.8% |
| 10Y | +32.9% | +56.2% | -23.3% | +3.6% |
| All | +32.9% | +54.3% | -21.5% | +3.6% |
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