-26.7%
ZTS vs PBF
+120.1%
-146.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.7% | +14.2% | +7.1% |
| 7D | +15.4% | -0.9% | +16.3% | +15.3% |
| 30D | +25.8% | -13.7% | +39.5% | +24.9% |
| 3M | +18.1% | +10.6% | +7.5% | +18.7% |
| 6M | -19.7% | +61.2% | -80.9% | -16.7% |
| YTD | -27.5% | +172.7% | -200.2% | -24.2% |
| 1Y | -26.7% | +111.0% | -137.7% | -23.0% |
| All | -26.7% | +120.1% | -146.8% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling