+56.2%
ZTS vs PCG
-75.0%
+131.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -3.2% |
| 7D | -4.8% | +5.4% | -10.2% | -5.1% |
| 30D | +1.2% | -15.1% | +16.4% | +2.1% |
| 3M | -6.0% | -9.8% | +3.8% | -5.7% |
| 6M | -38.7% | -18.0% | -20.7% | -38.1% |
| YTD | -40.6% | -7.2% | -33.4% | -40.5% |
| 1Y | -50.6% | +2.9% | -53.5% | -50.9% |
| 3Y | -58.7% | -11.1% | -47.7% | -58.7% |
| 5Y | -62.8% | +61.8% | -124.6% | -64.1% |
| 10Y | +56.2% | -75.2% | +131.3% | +58.9% |
| All | +56.2% | -75.0% | +131.2% | +58.9% |
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