+92.5%
PFE vs ZTS
+170.4%
-77.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +1.8% | -2.0% | +3.7% | +2.4% |
| 30D | +10.2% | +1.9% | +8.3% | +9.3% |
| 3M | +12.7% | -4.0% | +16.7% | +13.6% |
| 6M | +10.5% | -39.1% | +49.7% | +27.8% |
| YTD | +20.2% | -38.8% | +59.0% | +38.6% |
| 1Y | +24.1% | -49.6% | +73.6% | +52.2% |
| 3Y | -3.6% | -59.0% | +55.4% | +24.9% |
| 5Y | -20.9% | -61.8% | +40.9% | +3.0% |
| 10Y | +35.8% | +61.4% | -25.6% | +6.9% |
| All | +92.5% | +170.4% | -77.9% | +34.2% |
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 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