+189.6%
ZTS vs PCAR
+419.9%
-230.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.4% |
| 7D | -0.4% | +0.1% | -0.5% | -0.3% |
| 30D | +11.7% | -4.6% | +16.3% | +13.7% |
| 3M | +3.5% | -22.6% | +26.0% | +13.5% |
| 6M | -27.6% | -12.0% | -15.7% | -24.4% |
| YTD | -35.5% | -6.1% | -29.4% | -34.4% |
| 1Y | -32.1% | +6.3% | -38.4% | -34.1% |
| 3Y | -49.1% | +31.8% | -80.9% | -55.7% |
| 5Y | -61.0% | +104.2% | -165.2% | -71.9% |
| 10Y | +74.4% | +302.9% | -228.5% | -8.2% |
| All | +189.6% | +419.9% | -230.4% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling