-48.8%
ZTS vs PCAR
+37.3%
-86.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.6% |
| 7D | -7.4% | +2.2% | -9.6% | -8.0% |
| 30D | +9.9% | +0.3% | +9.6% | +9.7% |
| 3M | +10.3% | -17.9% | +28.2% | +16.4% |
| 6M | +9.2% | -3.4% | +12.6% | +9.5% |
| YTD | -32.9% | -0.1% | -32.8% | -33.2% |
| 1Y | -29.7% | +13.4% | -43.1% | -32.3% |
| All | -48.8% | +37.3% | -86.1% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling