+78.7%
ZTS vs PFG
+192.6%
-113.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -0.6% | +3.0% | -3.6% | -1.4% |
| 30D | +11.0% | +8.2% | +2.8% | +8.3% |
| 3M | +10.9% | +2.7% | +8.3% | +9.9% |
| 6M | +0.9% | +17.2% | -16.3% | -4.4% |
| YTD | -33.0% | +34.8% | -67.7% | -39.3% |
| 1Y | -29.6% | +43.6% | -73.2% | -37.6% |
| 3Y | -49.0% | +85.4% | -134.5% | -58.9% |
| 5Y | -59.5% | +102.2% | -161.7% | -68.6% |
| All | +78.7% | +192.6% | -113.9% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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