+202.6%
ZTS vs PFG
+479.5%
-276.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +12.4% | +5.0% | +7.5% | +10.8% |
| 3M | +13.6% | +0.1% | +13.5% | +13.4% |
| 6M | +9.3% | +13.8% | -4.5% | +4.4% |
| YTD | -32.6% | +31.2% | -63.8% | -38.6% |
| 1Y | -30.0% | +37.1% | -67.1% | -37.2% |
| 3Y | -48.7% | +80.6% | -129.3% | -58.6% |
| 5Y | -59.3% | +93.7% | -153.0% | -68.3% |
| 10Y | +79.8% | +185.5% | -105.7% | +9.9% |
| All | +202.6% | +479.5% | -276.9% | +42.2% |
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