+78.9%
ZTS vs PCAR
+290.1%
-211.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.8% |
| 7D | -7.4% | +2.2% | -9.6% | -8.1% |
| 30D | +9.9% | +0.3% | +9.6% | +9.8% |
| 3M | +10.3% | -17.9% | +28.2% | +18.6% |
| 6M | +9.2% | -3.4% | +12.6% | +9.9% |
| YTD | -32.9% | -0.1% | -32.8% | -33.3% |
| 1Y | -29.7% | +13.4% | -43.1% | -33.4% |
| 3Y | -49.0% | +37.2% | -86.2% | -56.5% |
| 5Y | -59.3% | +117.3% | -176.6% | -71.8% |
| 10Y | +78.9% | +295.0% | -216.0% | -7.7% |
| All | +78.9% | +290.1% | -211.2% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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