-62.4%
ZTS vs PEG
+33.9%
-96.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -3.8% | -0.1% | -3.7% | -3.7% |
| 30D | -2.0% | -1.7% | -0.3% | -1.5% |
| 3M | -10.2% | -6.8% | -3.4% | -8.0% |
| 6M | -39.4% | -11.4% | -28.0% | -36.7% |
| YTD | -40.8% | -7.2% | -33.6% | -39.4% |
| 1Y | -50.1% | -6.1% | -44.0% | -49.2% |
| 3Y | -58.9% | +31.8% | -90.7% | -64.8% |
| 5Y | -62.4% | +35.6% | -98.0% | -68.3% |
| All | -62.4% | +33.9% | -96.3% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling