+78.9%
ZTS vs PCG
-76.4%
+155.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -7.4% | -2.2% | -5.2% | -7.3% |
| 30D | +9.9% | -0.5% | +10.3% | +9.9% |
| 3M | +10.3% | -24.0% | +34.3% | +12.0% |
| 6M | +9.2% | -18.6% | +27.8% | +10.3% |
| YTD | -32.9% | -17.7% | -15.2% | -32.3% |
| 1Y | -29.7% | -20.0% | -9.7% | -28.9% |
| 3Y | -49.0% | -20.2% | -28.7% | -48.6% |
| 5Y | -59.3% | +8.4% | -67.6% | -59.8% |
| 10Y | +78.9% | -76.4% | +155.3% | +80.5% |
| All | +78.9% | -76.4% | +155.4% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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