-59.5%
ZTS vs PBF
+380.2%
-439.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.3% |
| 7D | -0.6% | -15.3% | +14.7% | -0.2% |
| 30D | +11.0% | -21.8% | +32.8% | +11.7% |
| 3M | +10.9% | -0.2% | +11.1% | +10.7% |
| 6M | +0.9% | +63.6% | -62.7% | -1.1% |
| YTD | -33.0% | +147.5% | -180.5% | -36.0% |
| 1Y | -29.6% | +69.8% | -99.4% | -31.5% |
| 3Y | -49.0% | +65.3% | -114.3% | -52.0% |
| 5Y | -59.5% | +393.4% | -452.9% | -61.7% |
| All | -59.5% | +380.2% | -439.7% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling