+72.4%
ZTS vs PR
+169.5%
-97.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -2.0% | +2.9% | -4.9% | -2.1% |
| 30D | +1.9% | +18.0% | -16.1% | +1.5% |
| 3M | -4.0% | +16.9% | -20.9% | -4.4% |
| 6M | -39.1% | +28.2% | -67.3% | -39.5% |
| YTD | -38.8% | +69.3% | -108.1% | -39.6% |
| 1Y | -49.6% | +69.5% | -119.1% | -50.3% |
| 3Y | -59.0% | +81.7% | -140.7% | -59.7% |
| 5Y | -61.8% | +422.2% | -484.0% | -63.0% |
| 10Y | +61.4% | +110.4% | -48.9% | +76.4% |
| All | +72.4% | +169.5% | -97.1% | +87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling