+296.7%
PM vs ZTS
+170.4%
+126.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -4.9% | -2.0% | -2.9% | -4.4% |
| 30D | -3.4% | +1.9% | -5.3% | -4.0% |
| 3M | +5.2% | -4.0% | +9.2% | +5.9% |
| 6M | +3.7% | -39.1% | +42.8% | +15.7% |
| YTD | +15.8% | -38.8% | +54.6% | +28.8% |
| 1Y | +17.4% | -49.6% | +66.9% | +36.7% |
| 3Y | +116.9% | -59.0% | +175.9% | +163.3% |
| 5Y | +117.3% | -61.8% | +179.1% | +164.1% |
| 10Y | +193.8% | +61.4% | +132.3% | +151.9% |
| All | +296.7% | +170.4% | +126.3% | +209.0% |
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