+121.9%
ZTS vs PFGC
+484.2%
-362.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -0.6% | +15.0% | -15.7% | -2.7% |
| 30D | +11.0% | +17.0% | -6.0% | +8.4% |
| 3M | +10.9% | -2.5% | +13.4% | +11.2% |
| 6M | +0.9% | +19.2% | -18.3% | -1.9% |
| YTD | -33.0% | +23.4% | -56.4% | -35.4% |
| 1Y | -29.6% | +13.9% | -43.5% | -31.4% |
| 3Y | -49.0% | +82.0% | -131.0% | -53.9% |
| 5Y | -59.5% | +128.7% | -188.2% | -64.9% |
| 10Y | +77.0% | +361.5% | -284.5% | +37.4% |
| All | +121.9% | +484.2% | -362.3% | +58.4% |
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