+98.9%
PFE vs ZTS
+185.1%
-86.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.6% |
| 7D | -3.7% | -0.4% | -3.3% | -3.7% |
| 30D | +5.0% | +11.7% | -6.8% | +1.1% |
| 3M | +12.2% | +3.5% | +8.7% | +10.5% |
| 6M | +14.6% | -27.6% | +42.2% | +24.8% |
| YTD | +24.1% | -35.5% | +59.6% | +40.4% |
| 1Y | +26.6% | -32.1% | +58.7% | +40.6% |
| 3Y | +14.3% | -49.1% | +63.4% | +37.1% |
| 5Y | -21.9% | -61.0% | +39.1% | +1.1% |
| 10Y | +62.6% | +74.4% | -11.7% | +24.8% |
| All | +98.9% | +185.1% | -86.2% | +35.9% |
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