+77.0%
ZTS vs PPL
+65.3%
+11.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -0.6% | 0.0% | -0.7% | -0.7% |
| 30D | +11.0% | +4.3% | +6.7% | +9.0% |
| 3M | +10.9% | +2.9% | +8.0% | +9.4% |
| 6M | +0.9% | +1.1% | -0.2% | +0.1% |
| YTD | -33.0% | +4.5% | -37.4% | -34.6% |
| 1Y | -29.6% | +0.1% | -29.7% | -30.0% |
| 3Y | -49.0% | +55.7% | -104.7% | -58.3% |
| 5Y | -59.5% | +47.6% | -107.1% | -66.3% |
| 10Y | +77.0% | +66.8% | +10.2% | +30.6% |
| All | +77.0% | +65.3% | +11.7% | +30.6% |
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