+211.8%
PM vs ZTS
+56.2%
+155.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -1.2% | -3.8% | +2.6% | -0.2% |
| 30D | -0.2% | -2.0% | +1.9% | +0.3% |
| 3M | +4.9% | -10.2% | +15.1% | +7.5% |
| 6M | +9.0% | -39.4% | +48.5% | +22.9% |
| YTD | +17.8% | -40.8% | +58.6% | +33.6% |
| 1Y | +16.8% | -50.1% | +66.9% | +38.5% |
| 3Y | +125.4% | -58.9% | +184.3% | +178.8% |
| 5Y | +128.7% | -62.4% | +191.1% | +185.3% |
| 10Y | +211.8% | +58.8% | +153.0% | +154.2% |
| All | +211.8% | +56.2% | +155.6% | +154.2% |
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 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