+87.8%
ZTS vs PPL
+67.2%
+20.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.5% |
| 7D | +5.6% | -0.4% | +5.9% | +5.7% |
| 30D | +12.1% | +2.6% | +9.4% | +10.8% |
| 3M | +11.3% | +0.8% | +10.5% | +10.7% |
| 6M | +14.3% | +1.4% | +12.9% | +13.2% |
| YTD | -31.9% | +4.3% | -36.2% | -33.5% |
| 1Y | -29.3% | +0.8% | -30.0% | -29.9% |
| 3Y | -48.0% | +57.9% | -106.0% | -57.7% |
| 5Y | -58.9% | +48.3% | -107.2% | -65.8% |
| All | +87.8% | +67.2% | +20.6% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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