+32.0%
ZTS vs PENG
+762.7%
-730.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.1% | -1.3% |
| 7D | -2.0% | +4.5% | -6.5% | -2.4% |
| 30D | +1.9% | -7.1% | +9.0% | +2.3% |
| 3M | -4.0% | -27.3% | +23.3% | -3.0% |
| 6M | -39.1% | +169.6% | -208.7% | -48.2% |
| YTD | -38.8% | +164.6% | -203.4% | -47.9% |
| 1Y | -49.6% | +109.5% | -159.0% | -56.1% |
| 3Y | -59.0% | +98.9% | -157.9% | -66.1% |
| 5Y | -61.8% | +116.3% | -178.0% | -69.7% |
| All | +32.0% | +762.7% | -730.6% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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