+88.0%
ZTS vs PR
+147.8%
-59.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.9% | -3.1% | -7.8% |
| 7D | +4.9% | -16.5% | +21.4% | +5.3% |
| 30D | +15.9% | -4.5% | +20.4% | +16.0% |
| 3M | +11.1% | +8.5% | +2.6% | +10.8% |
| 6M | -26.0% | -3.3% | -22.7% | -26.0% |
| YTD | -33.3% | +55.7% | -89.0% | -34.1% |
| 1Y | -30.3% | +82.0% | -112.4% | -31.4% |
| 3Y | -47.0% | +62.5% | -109.5% | -47.9% |
| 5Y | -59.7% | +223.9% | -283.6% | -60.9% |
| 10Y | +80.3% | +64.2% | +16.1% | +96.6% |
| All | +88.0% | +147.8% | -59.8% | +105.0% |
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 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