-47.9%
ZTS vs PL
+41.8%
-89.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +0.6% |
| 7D | +1.0% | +22.3% | -21.2% | -0.1% |
| 30D | +12.4% | -8.3% | +20.7% | +12.7% |
| 3M | +13.6% | -43.3% | +56.8% | +16.6% |
| 6M | +9.3% | -65.8% | +75.1% | +14.7% |
| YTD | -32.6% | -29.5% | -3.1% | -33.3% |
| 1Y | -30.0% | +11.7% | -41.8% | -33.3% |
| 3Y | -48.7% | +540.6% | -589.3% | -61.4% |
| 5Y | -59.3% | +32.9% | -92.2% | -66.8% |
| All | -47.9% | +41.8% | -89.7% | -57.6% |
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