-80.5%
PYPL vs ZTS
-61.3%
-19.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | +2.7% | -2.0% | +4.7% | +3.6% |
| 30D | -4.9% | +1.9% | -6.8% | -6.3% |
| 3M | +28.9% | -4.0% | +32.9% | +30.3% |
| 6M | +18.2% | -39.1% | +57.4% | +46.5% |
| YTD | -5.0% | -38.8% | +33.8% | +17.4% |
| 1Y | -18.8% | -49.6% | +30.7% | +10.6% |
| 3Y | -12.6% | -59.0% | +46.4% | +31.1% |
| All | -80.5% | -61.3% | -19.3% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling