-61.4%
ZTS vs PENG
+115.2%
-176.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.1% | -1.1% |
| 7D | -2.0% | +4.5% | -6.5% | -2.3% |
| 30D | +1.9% | -7.1% | +9.0% | +2.2% |
| 3M | -4.0% | -27.3% | +23.3% | -3.1% |
| 6M | -39.1% | +169.6% | -208.7% | -47.6% |
| YTD | -38.8% | +164.6% | -203.4% | -47.3% |
| 1Y | -49.6% | +109.5% | -159.0% | -55.6% |
| 3Y | -59.0% | +98.9% | -157.9% | -65.7% |
| All | -61.4% | +115.2% | -176.6% | -69.0% |
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