-58.5%
ZTS vs PCAR
+66.6%
-125.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.0% | -0.5% | -1.5% | -1.8% |
| 30D | +1.9% | -6.2% | +8.1% | +3.7% |
| 3M | -4.0% | +5.9% | -9.9% | -6.0% |
| 6M | -39.1% | +0.4% | -39.5% | -39.5% |
| YTD | -38.8% | +14.8% | -53.6% | -41.4% |
| 1Y | -49.6% | +30.1% | -79.7% | -53.3% |
| All | -58.5% | +66.6% | -125.1% | -66.6% |
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