-61.2%
ZTS vs PCG
+13.7%
-75.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.9% |
| 7D | -0.4% | -1.6% | +1.2% | 0.0% |
| 30D | +11.7% | +1.4% | +10.3% | +11.4% |
| 3M | +3.5% | -23.4% | +26.8% | +8.0% |
| 6M | -27.6% | -19.4% | -8.3% | -25.6% |
| YTD | -35.5% | -18.5% | -17.0% | -33.9% |
| 1Y | -32.1% | -19.5% | -12.6% | -30.3% |
| 3Y | -49.1% | -21.0% | -28.1% | -48.5% |
| All | -61.2% | +13.7% | -75.0% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling