-21.5%
PFE vs ZTS
-61.3%
+39.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.8% |
| 7D | -3.7% | -0.4% | -3.3% | -3.7% |
| 30D | +5.0% | +11.7% | -6.8% | +2.1% |
| 3M | +12.2% | +3.5% | +8.7% | +10.9% |
| 6M | +14.6% | -27.6% | +42.2% | +22.7% |
| YTD | +24.1% | -35.5% | +59.6% | +37.3% |
| 1Y | +26.6% | -32.1% | +58.7% | +37.9% |
| 3Y | +14.3% | -49.1% | +63.4% | +32.7% |
| All | -21.5% | -61.3% | +39.8% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling