+78.9%
ZTS vs PBF
+261.5%
-182.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -0.2% |
| 7D | -7.4% | -4.0% | -3.5% | -7.2% |
| 30D | +9.9% | -18.0% | +27.9% | +11.1% |
| 3M | +10.3% | +0.9% | +9.4% | +9.9% |
| 6M | +9.2% | +65.7% | -56.5% | +4.8% |
| YTD | -32.9% | +161.9% | -194.8% | -38.2% |
| 1Y | -29.7% | +77.8% | -107.5% | -33.4% |
| 3Y | -49.0% | +74.9% | -123.8% | -52.7% |
| 5Y | -59.3% | +423.4% | -482.7% | -66.3% |
| 10Y | +78.9% | +255.2% | -176.2% | +40.6% |
| All | +78.9% | +261.5% | -182.5% | +40.6% |
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