+116.1%
PG vs ZTS
+58.7%
+57.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -0.8% | -3.7% | +2.9% | +0.2% |
| 30D | +0.8% | -0.8% | +1.6% | +0.9% |
| 3M | -1.3% | -9.7% | +8.4% | +1.2% |
| 6M | -3.8% | -38.4% | +34.6% | +8.5% |
| YTD | +3.6% | -41.1% | +44.7% | +18.2% |
| 1Y | -5.7% | -50.6% | +44.9% | +12.7% |
| 3Y | +1.6% | -59.1% | +60.7% | +26.4% |
| 5Y | +14.6% | -62.7% | +77.3% | +44.2% |
| All | +116.1% | +58.7% | +57.4% | +99.3% |
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