+122.5%
PM vs ZTS
-57.7%
+180.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.9% |
| 7D | -4.9% | -2.0% | -2.9% | -4.7% |
| 30D | -3.4% | +1.9% | -5.3% | -3.7% |
| 3M | +5.2% | -4.0% | +9.2% | +5.5% |
| 6M | +3.7% | -39.1% | +42.8% | +9.6% |
| YTD | +15.8% | -38.8% | +54.6% | +22.2% |
| 1Y | +17.4% | -49.6% | +66.9% | +27.0% |
| All | +122.5% | -57.7% | +180.3% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling