-62.8%
ZTS vs PBF
+735.5%
-798.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.2% | -3.1% |
| 7D | -4.8% | +2.4% | -7.2% | -4.9% |
| 30D | +1.2% | +24.9% | -23.6% | +0.5% |
| 3M | -6.0% | +81.9% | -87.9% | -7.8% |
| 6M | -38.7% | +79.4% | -118.1% | -40.0% |
| YTD | -40.6% | +188.3% | -228.9% | -43.3% |
| 1Y | -50.6% | +177.3% | -227.8% | -52.9% |
| 3Y | -58.7% | +56.0% | -114.7% | -60.9% |
| 5Y | -62.8% | +804.0% | -866.8% | -64.2% |
| All | -62.8% | +735.5% | -798.3% | -64.2% |
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