+125.6%
ZTS vs PFGC
+485.1%
-359.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +5.6% | +3.4% | +2.2% | +5.0% |
| 30D | +12.1% | +16.9% | -4.8% | +9.4% |
| 3M | +11.3% | +6.4% | +4.9% | +10.1% |
| 6M | +14.3% | +16.0% | -1.7% | +11.6% |
| YTD | -31.9% | +23.6% | -55.5% | -34.4% |
| 1Y | -29.3% | +16.6% | -45.9% | -31.3% |
| 3Y | -48.0% | +82.3% | -130.3% | -53.0% |
| 5Y | -58.9% | +138.7% | -197.6% | -64.5% |
| 10Y | +81.7% | +352.8% | -271.2% | +41.4% |
| All | +125.6% | +485.1% | -359.6% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling