+323.3%
PM vs ZTS
+195.6%
+127.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.1% | -3.3% |
| 7D | -7.3% | -1.0% | -6.2% | -7.1% |
| 30D | -4.0% | +10.8% | -14.8% | -6.5% |
| 3M | +2.7% | +14.1% | -11.3% | -0.8% |
| 6M | +14.9% | +0.8% | +14.1% | +13.8% |
| YTD | +23.5% | -33.1% | +56.6% | +34.3% |
| 1Y | +30.4% | -30.0% | +60.3% | +40.0% |
| 3Y | +143.2% | -49.5% | +192.7% | +179.0% |
| 5Y | +159.5% | -60.2% | +219.7% | +213.2% |
| 10Y | +234.7% | +77.0% | +157.6% | +180.3% |
| All | +323.3% | +195.6% | +127.7% | +222.1% |
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