-61.4%
ZTS vs PCG
+58.3%
-119.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.1% | -1.1% |
| 7D | -2.0% | -13.9% | +11.9% | +0.4% |
| 30D | +1.9% | -16.9% | +18.8% | +4.8% |
| 3M | -4.0% | -14.7% | +10.7% | -2.0% |
| 6M | -39.1% | -23.8% | -15.3% | -36.2% |
| YTD | -38.8% | -10.5% | -28.3% | -38.4% |
| 1Y | -49.6% | -5.1% | -44.5% | -50.1% |
| 3Y | -59.0% | -11.6% | -47.4% | -59.4% |
| All | -61.4% | +58.3% | -119.7% | -65.1% |
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