+163.9%
ZTS vs PGR
+1,319.1%
-1,155.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -4.5% | -3.4% | -1.1% | -3.3% |
| 30D | -3.3% | +1.8% | -5.1% | -3.9% |
| 3M | -9.7% | +5.9% | -15.7% | -12.0% |
| 6M | -38.8% | +4.6% | -43.4% | -40.2% |
| YTD | -41.2% | +1.1% | -42.2% | -41.9% |
| 1Y | -50.3% | -6.6% | -43.7% | -49.7% |
| 3Y | -59.1% | +74.2% | -133.4% | -68.6% |
| 5Y | -62.8% | +159.5% | -222.3% | -77.1% |
| 10Y | +57.8% | +813.4% | -755.6% | -48.0% |
| All | +163.9% | +1,319.1% | -1,155.2% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling