+85.9%
ZTS vs PEG
+167.4%
-81.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +1.0% | +2.3% | -1.3% | +0.1% |
| 30D | +12.4% | +6.1% | +6.3% | +9.6% |
| 3M | +13.6% | -0.5% | +14.1% | +13.7% |
| 6M | +9.3% | -3.2% | +12.5% | +10.5% |
| YTD | -32.6% | -4.4% | -28.2% | -31.6% |
| 1Y | -30.0% | -7.4% | -22.7% | -28.1% |
| 3Y | -48.7% | +33.9% | -82.7% | -56.3% |
| 5Y | -59.3% | +42.3% | -101.6% | -66.7% |
| All | +85.9% | +167.4% | -81.5% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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