+51.9%
PYPL vs ZTS
+78.9%
-27.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -1.1% | +1.0% | -2.2% | -1.8% |
| 30D | +3.8% | +12.4% | -8.6% | -3.5% |
| 3M | -1.3% | +13.6% | -14.9% | -9.4% |
| 6M | +29.0% | +9.3% | +19.7% | +20.2% |
| YTD | +0.7% | -32.6% | +33.3% | +22.3% |
| 1Y | -12.3% | -30.0% | +17.8% | +3.8% |
| 3Y | +7.6% | -48.7% | +56.4% | +48.6% |
| 5Y | -71.7% | -59.3% | -12.4% | -54.9% |
| All | +51.9% | +78.9% | -27.1% | +1.8% |
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