-62.4%
ZTS vs PFGC
+111.7%
-174.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -3.8% | -3.7% | 0.0% | -2.9% |
| 30D | -2.0% | -16.0% | +13.9% | +1.9% |
| 3M | -10.2% | -4.1% | -6.1% | -9.4% |
| 6M | -39.4% | +8.7% | -48.1% | -40.8% |
| YTD | -40.8% | +6.4% | -47.2% | -42.2% |
| 1Y | -50.1% | -8.4% | -41.7% | -49.5% |
| 3Y | -58.9% | +61.8% | -120.6% | -64.4% |
| 5Y | -62.4% | +108.7% | -171.1% | -69.7% |
| All | -62.4% | +111.7% | -174.0% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling