-48.3%
ZTS vs PL
+46.6%
-94.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +14.5% | -10.8% | +2.9% |
| 7D | -1.0% | +10.9% | -11.9% | -1.6% |
| 30D | +10.8% | -16.4% | +27.1% | +11.6% |
| 3M | +14.1% | -39.9% | +54.0% | +16.7% |
| 6M | +0.8% | -63.2% | +63.9% | +5.2% |
| YTD | -33.1% | -27.1% | -6.0% | -33.9% |
| 1Y | -30.0% | +12.2% | -42.2% | -33.3% |
| 3Y | -49.5% | +584.3% | -633.8% | -62.2% |
| 5Y | -60.2% | +37.0% | -97.2% | -67.6% |
| All | -48.3% | +46.6% | -94.9% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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