+174.6%
ZTS vs PBF
+232.6%
-58.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -2.0% | +4.3% | -6.3% | -2.3% |
| 30D | +1.9% | +22.0% | -20.1% | +0.4% |
| 3M | -4.0% | +74.5% | -78.5% | -8.2% |
| 6M | -39.1% | +67.7% | -106.8% | -41.9% |
| YTD | -38.8% | +179.2% | -218.0% | -44.1% |
| 1Y | -49.6% | +170.0% | -219.6% | -54.1% |
| 3Y | -59.0% | +66.4% | -125.4% | -62.0% |
| 5Y | -61.8% | +764.5% | -826.3% | -70.3% |
| 10Y | +61.4% | +358.5% | -297.1% | +15.9% |
| All | +174.6% | +232.6% | -58.0% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling