+85.9%
ZTS vs PSA
+133.1%
-47.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +1.0% | -2.1% | +3.1% | +2.0% |
| 30D | +12.4% | +15.6% | -3.2% | +5.4% |
| 3M | +13.6% | +4.1% | +9.5% | +11.6% |
| 6M | +9.3% | +9.2% | +0.1% | +5.0% |
| YTD | -32.6% | +32.3% | -64.9% | -40.9% |
| 1Y | -30.0% | +26.2% | -56.2% | -37.4% |
| 3Y | -48.7% | +53.7% | -102.4% | -58.5% |
| 5Y | -59.3% | +26.6% | -85.9% | -64.4% |
| All | +85.9% | +133.1% | -47.3% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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