+47.0%
ZTS vs PENG
+689.3%
-642.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.5% |
| 7D | +5.6% | +13.2% | -7.7% | +4.3% |
| 30D | +12.1% | -29.9% | +42.0% | +14.8% |
| 3M | +11.3% | -22.2% | +33.5% | +12.1% |
| 6M | +14.3% | -1.9% | +16.2% | +9.2% |
| YTD | -31.9% | +142.1% | -174.0% | -42.4% |
| 1Y | -29.3% | +151.5% | -180.8% | -40.6% |
| 3Y | -48.0% | +206.9% | -255.0% | -59.4% |
| 5Y | -58.9% | +58.2% | -117.1% | -66.6% |
| All | +47.0% | +689.3% | -642.3% | -2.9% |
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