+78.9%
ZTS vs PFGC
+363.4%
-284.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -7.4% | +1.5% | -8.9% | -7.6% |
| 30D | +9.9% | +17.4% | -7.5% | +7.2% |
| 3M | +10.3% | -2.4% | +12.7% | +10.6% |
| 6M | +9.2% | +18.2% | -9.0% | +6.3% |
| YTD | -32.9% | +23.7% | -56.6% | -35.4% |
| 1Y | -29.7% | +15.0% | -44.7% | -31.6% |
| 3Y | -49.0% | +82.3% | -131.3% | -53.9% |
| 5Y | -59.3% | +131.9% | -191.2% | -64.8% |
| 10Y | +78.9% | +353.0% | -274.0% | +41.8% |
| All | +78.9% | +363.4% | -284.4% | +41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling