+165.6%
ZTS vs PPG
+96.0%
+69.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.6% |
| 7D | -3.8% | -3.7% | 0.0% | -2.2% |
| 30D | -2.0% | -7.2% | +5.2% | +1.1% |
| 3M | -10.2% | -7.3% | -2.9% | -7.9% |
| 6M | -39.4% | +0.3% | -39.7% | -40.1% |
| YTD | -40.8% | +6.5% | -47.4% | -43.2% |
| 1Y | -50.1% | +0.5% | -50.7% | -51.0% |
| 3Y | -58.9% | -15.3% | -43.6% | -57.1% |
| 5Y | -62.4% | -22.9% | -39.5% | -60.0% |
| 10Y | +58.8% | +28.4% | +30.4% | +27.4% |
| All | +165.6% | +96.0% | +69.6% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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