-62.8%
ZTS vs PFG
+110.7%
-173.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.5% |
| 7D | -4.8% | +6.0% | -10.8% | -6.9% |
| 30D | +1.2% | +2.2% | -1.0% | +0.3% |
| 3M | -6.0% | +10.4% | -16.4% | -9.6% |
| 6M | -38.7% | +27.8% | -66.5% | -44.1% |
| YTD | -40.6% | +33.6% | -74.3% | -46.7% |
| 1Y | -50.6% | +49.3% | -99.9% | -57.5% |
| 3Y | -58.7% | +69.7% | -128.5% | -66.7% |
| 5Y | -62.8% | +111.3% | -174.2% | -71.5% |
| All | -62.8% | +110.7% | -173.5% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling