+38.8%
PYPL vs ZTS
+56.2%
-17.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.7% |
| 7D | -4.3% | -3.8% | -0.6% | -2.2% |
| 30D | -11.5% | -2.0% | -9.4% | -11.0% |
| 3M | +26.1% | -10.2% | +36.3% | +32.9% |
| 6M | +13.7% | -39.4% | +53.1% | +47.1% |
| YTD | -9.8% | -40.8% | +31.0% | +18.3% |
| 1Y | -22.1% | -50.1% | +28.1% | +12.7% |
| 3Y | -13.5% | -58.9% | +45.4% | +37.4% |
| 5Y | -81.6% | -62.4% | -19.3% | -69.7% |
| 10Y | +38.8% | +58.8% | -20.0% | +9.0% |
| All | +38.8% | +56.2% | -17.4% | +9.0% |
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 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