+56.2%
ZTS vs PR
+101.2%
-45.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.0% |
| 7D | -4.8% | -0.6% | -4.2% | -4.8% |
| 30D | +1.2% | +17.4% | -16.1% | +0.8% |
| 3M | -6.0% | +21.8% | -27.8% | -6.5% |
| 6M | -38.7% | +27.6% | -66.3% | -39.1% |
| YTD | -40.6% | +71.4% | -112.1% | -41.5% |
| 1Y | -50.6% | +78.3% | -128.9% | -51.4% |
| 3Y | -58.7% | +85.5% | -144.2% | -59.5% |
| 5Y | -62.8% | +422.7% | -485.5% | -64.1% |
| 10Y | +56.2% | +87.1% | -30.9% | +70.5% |
| All | +56.2% | +101.2% | -45.0% | +70.5% |
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