+199.5%
ZTS vs PCAR
+432.8%
-233.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.6% | -6.4% | -7.4% |
| 7D | +4.9% | +2.2% | +2.7% | +4.2% |
| 30D | +15.9% | -4.4% | +20.3% | +17.9% |
| 3M | +11.1% | -21.4% | +32.5% | +21.2% |
| 6M | -26.0% | -7.3% | -18.7% | -24.2% |
| YTD | -33.3% | -3.8% | -29.5% | -32.8% |
| 1Y | -30.3% | +6.3% | -36.6% | -32.4% |
| 3Y | -47.0% | +34.4% | -81.4% | -54.2% |
| 5Y | -59.7% | +109.2% | -168.9% | -71.2% |
| 10Y | +80.3% | +312.9% | -232.5% | -6.0% |
| All | +199.5% | +432.8% | -233.3% | +41.4% |
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