+85.9%
ZTS vs PR
+83.7%
+2.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | +1.0% | +6.7% | -5.7% | +0.9% |
| 30D | +12.4% | -6.1% | +18.6% | +12.5% |
| 3M | +13.6% | +6.9% | +6.7% | +13.3% |
| 6M | +9.3% | +14.6% | -5.3% | +8.8% |
| YTD | -32.6% | +66.1% | -98.7% | -33.5% |
| 1Y | -30.0% | +77.0% | -107.1% | -31.1% |
| 3Y | -48.7% | +93.8% | -142.6% | -49.8% |
| 5Y | -59.3% | +268.2% | -327.6% | -60.6% |
| All | +85.9% | +83.7% | +2.1% | +106.6% |
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