+74.2%
ZTS vs PR
+66.0%
+8.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.3% |
| 7D | -0.4% | -16.4% | +16.0% | 0.0% |
| 30D | +11.7% | -1.9% | +13.6% | +11.7% |
| 3M | +3.5% | +8.0% | -4.5% | +3.2% |
| 6M | -27.6% | +4.1% | -31.7% | -27.8% |
| YTD | -35.5% | +58.7% | -94.2% | -36.3% |
| 1Y | -32.1% | +75.8% | -107.9% | -33.1% |
| 3Y | -49.1% | +73.2% | -122.2% | -50.0% |
| 5Y | -61.0% | +230.1% | -291.2% | -62.2% |
| All | +74.2% | +66.0% | +8.2% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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