-11.8%
PYPL vs ZTS
-59.1%
+47.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.3% | -2.3% |
| 7D | +1.7% | -4.8% | +6.5% | +3.3% |
| 30D | -9.7% | +1.2% | -11.0% | -10.5% |
| 3M | +29.2% | -6.0% | +35.2% | +31.1% |
| 6M | +13.9% | -38.7% | +52.6% | +33.0% |
| YTD | -8.1% | -40.6% | +32.5% | +8.8% |
| 1Y | -21.4% | -50.6% | +29.2% | -0.2% |
| 3Y | -11.8% | -58.7% | +46.9% | +17.9% |
| All | -11.8% | -59.1% | +47.2% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling