-49.6%
ZTS vs PBF
+176.4%
-225.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.7% |
| 7D | -2.0% | +4.3% | -6.3% | -1.9% |
| 30D | +1.9% | +22.0% | -20.1% | +2.8% |
| 3M | -4.0% | +74.5% | -78.5% | -0.9% |
| 6M | -39.1% | +67.7% | -106.8% | -37.0% |
| YTD | -38.8% | +179.2% | -218.0% | -36.7% |
| 1Y | -49.6% | +170.0% | -219.6% | -47.9% |
| All | -49.6% | +176.4% | -225.9% | -47.9% |
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