-26.7%
ZTS vs PFGC
+12.5%
-39.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +13.5% | -6.0% | +4.4% |
| 7D | +15.4% | +13.9% | +1.6% | +12.1% |
| 30D | +25.8% | +18.4% | +7.4% | +21.5% |
| 3M | +18.1% | -2.5% | +20.6% | +17.2% |
| 6M | -19.7% | +26.0% | -45.8% | -23.0% |
| YTD | -27.5% | +21.9% | -49.4% | -32.0% |
| 1Y | -26.7% | +13.4% | -40.1% | -28.3% |
| All | -26.7% | +12.5% | -39.2% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling