+65.4%
PYPL vs ZTS
+90.2%
-24.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | -0.7% |
| 7D | +2.2% | -1.0% | +3.2% | +2.4% |
| 30D | +8.1% | +10.8% | -2.6% | +1.5% |
| 3M | +1.9% | +14.1% | -12.2% | -6.6% |
| 6M | +33.1% | +0.8% | +32.4% | +29.8% |
| YTD | +3.8% | -33.1% | +36.9% | +26.0% |
| 1Y | -8.3% | -30.0% | +21.7% | +8.1% |
| 3Y | +11.9% | -49.5% | +61.4% | +55.1% |
| 5Y | -70.4% | -60.2% | -10.2% | -52.8% |
| 10Y | +47.2% | +77.0% | -29.9% | -3.0% |
| All | +65.4% | +90.2% | -24.8% | +7.5% |
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