+77.0%
ZTS vs PR
+66.7%
+10.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.7% | +3.7% |
| 7D | -1.0% | -12.4% | +11.3% | -0.7% |
| 30D | +10.8% | -6.6% | +17.3% | +10.9% |
| 3M | +14.1% | +7.5% | +6.6% | +13.8% |
| 6M | +0.8% | +10.8% | -10.0% | +0.4% |
| YTD | -33.1% | +57.0% | -90.1% | -33.9% |
| 1Y | -30.0% | +67.9% | -97.9% | -31.0% |
| 3Y | -49.5% | +87.6% | -137.1% | -50.5% |
| 5Y | -60.2% | +220.4% | -280.6% | -61.4% |
| 10Y | +77.0% | +64.8% | +12.2% | +95.0% |
| All | +77.0% | +66.7% | +10.3% | +95.0% |
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