+55.7%
ZTS vs PGR
+825.1%
-769.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -3.7% | -0.6% | -3.1% | -3.5% |
| 30D | -0.8% | +4.9% | -5.7% | -2.4% |
| 3M | -9.7% | +7.6% | -17.4% | -12.3% |
| 6M | -38.4% | +8.3% | -46.6% | -40.4% |
| YTD | -41.1% | +1.7% | -42.8% | -41.9% |
| 1Y | -50.6% | -6.8% | -43.8% | -49.9% |
| 3Y | -59.1% | +73.4% | -132.6% | -68.1% |
| 5Y | -62.7% | +161.2% | -223.9% | -76.7% |
| All | +55.7% | +825.1% | -769.4% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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