-62.8%
ZTS vs PNR
-21.1%
-41.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | -4.5% | -5.5% | +1.0% | -2.3% |
| 30D | -3.3% | -15.6% | +12.3% | +3.5% |
| 3M | -9.7% | -20.2% | +10.5% | -2.3% |
| 6M | -38.8% | -36.6% | -2.2% | -27.2% |
| YTD | -41.2% | -45.0% | +3.8% | -25.9% |
| 1Y | -50.3% | -47.4% | -2.9% | -36.3% |
| 3Y | -59.1% | -13.7% | -45.4% | -59.4% |
| 5Y | -62.8% | -20.8% | -42.0% | -63.7% |
| All | -62.8% | -21.1% | -41.7% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 5y: compounded portfolio wealth divided by compounded PNR 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…
5y analysis · Full analysis span regression · 6 months rolling