+175.5%
PG vs ZTS
+161.4%
+14.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.4% | -3.8% | +0.4% | -2.5% |
| 30D | -2.6% | -2.0% | -0.6% | -2.2% |
| 3M | -3.3% | -10.2% | +6.9% | -1.0% |
| 6M | -6.7% | -39.4% | +32.7% | +4.4% |
| YTD | +1.7% | -40.8% | +42.6% | +14.4% |
| 1Y | -7.9% | -50.1% | +42.2% | +7.7% |
| 3Y | +0.9% | -58.9% | +59.8% | +22.4% |
| 5Y | +12.6% | -62.4% | +75.0% | +37.5% |
| 10Y | +117.2% | +58.8% | +58.4% | +96.7% |
| All | +175.5% | +161.4% | +14.1% | +133.0% |
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