+174.6%
ZTS vs PFG
+498.5%
-323.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -2.0% | +5.5% | -7.5% | -3.9% |
| 30D | +1.9% | +2.4% | -0.5% | +1.0% |
| 3M | -4.0% | +13.6% | -17.6% | -8.3% |
| 6M | -39.1% | +27.9% | -67.0% | -44.0% |
| YTD | -38.8% | +35.6% | -74.4% | -44.9% |
| 1Y | -49.6% | +48.5% | -98.0% | -56.0% |
| 3Y | -59.0% | +66.9% | -125.8% | -66.0% |
| 5Y | -61.8% | +111.0% | -172.7% | -71.1% |
| 10Y | +61.4% | +244.5% | -183.1% | -8.1% |
| All | +174.6% | +498.5% | -323.9% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling