-59.5%
ZTS vs PENG
+50.3%
-109.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | -0.6% | -16.1% | +15.4% | +0.2% |
| 30D | +11.0% | -41.5% | +52.5% | +14.0% |
| 3M | +10.9% | -19.1% | +30.0% | +11.1% |
| 6M | +0.9% | +0.9% | 0.0% | -3.8% |
| YTD | -33.0% | +128.2% | -161.2% | -42.6% |
| 1Y | -29.6% | +98.6% | -128.2% | -38.8% |
| 3Y | -49.0% | +188.2% | -237.2% | -60.3% |
| 5Y | -59.5% | +55.5% | -115.0% | -67.2% |
| All | -59.5% | +50.3% | -109.8% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling