+85.9%
ZTS vs PBF
+259.1%
-173.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | +0.3% |
| 7D | +1.0% | +4.3% | -3.2% | +0.8% |
| 30D | +12.4% | -21.8% | +34.2% | +14.0% |
| 3M | +13.6% | +1.7% | +11.8% | +13.0% |
| 6M | +9.3% | +69.8% | -60.5% | +4.8% |
| YTD | -32.6% | +167.7% | -200.3% | -38.0% |
| 1Y | -30.0% | +89.0% | -119.0% | -34.0% |
| 3Y | -48.7% | +78.8% | -127.5% | -52.6% |
| 5Y | -59.3% | +415.4% | -474.7% | -66.3% |
| All | +85.9% | +259.1% | -173.3% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling