+102.6%
ZTS vs PFGC
+419.1%
-316.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -2.0% | -2.2% | +0.2% | -1.7% |
| 30D | +1.9% | -11.9% | +13.8% | +3.8% |
| 3M | -4.0% | +5.0% | -9.0% | -4.8% |
| 6M | -39.1% | +8.6% | -47.7% | -40.0% |
| YTD | -38.8% | +9.7% | -48.5% | -39.9% |
| 1Y | -49.6% | -6.3% | -43.3% | -49.3% |
| 3Y | -59.0% | +58.2% | -117.2% | -62.1% |
| 5Y | -61.8% | +110.4% | -172.2% | -66.4% |
| 10Y | +61.4% | +272.8% | -211.3% | +29.3% |
| All | +102.6% | +419.1% | -316.5% | +47.3% |
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 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