+205.7%
ZTS vs PEG
+298.2%
-92.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.5% |
| 7D | +5.6% | +4.5% | +1.1% | +3.9% |
| 30D | +12.1% | +7.5% | +4.5% | +9.2% |
| 3M | +11.3% | +0.8% | +10.4% | +10.8% |
| 6M | +14.3% | 0.0% | +14.3% | +14.0% |
| YTD | -31.9% | -3.0% | -28.8% | -31.4% |
| 1Y | -29.3% | -4.7% | -24.5% | -28.3% |
| 3Y | -48.0% | +36.5% | -84.5% | -54.7% |
| 5Y | -58.9% | +44.4% | -103.2% | -65.1% |
| 10Y | +81.7% | +170.2% | -88.6% | +27.2% |
| All | +205.7% | +298.2% | -92.5% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling