+168.1%
PM vs ZTS
-61.3%
+229.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.3% |
| 7D | -5.2% | -0.4% | -4.8% | -5.1% |
| 30D | +2.7% | +11.7% | -9.0% | +1.0% |
| 3M | +6.1% | +3.5% | +2.7% | +5.4% |
| 6M | +18.0% | -27.6% | +45.6% | +23.1% |
| YTD | +26.6% | -35.5% | +62.0% | +34.8% |
| 1Y | +36.7% | -32.1% | +68.8% | +44.2% |
| 3Y | +146.0% | -49.1% | +195.1% | +169.5% |
| All | +168.1% | -61.3% | +229.4% | +197.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling