+55.7%
ZTS vs PSLV
+190.6%
-134.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.7% | -3.5% | -0.3% | -3.4% |
| 30D | -0.8% | -2.1% | +1.4% | -0.7% |
| 3M | -9.7% | -1.6% | -8.1% | -9.8% |
| 6M | -38.4% | -25.5% | -12.9% | -36.9% |
| YTD | -41.1% | -11.4% | -29.7% | -42.5% |
| 1Y | -50.6% | +48.6% | -99.2% | -55.9% |
| 3Y | -59.1% | +166.9% | -226.0% | -67.6% |
| 5Y | -62.7% | +152.4% | -215.1% | -70.6% |
| All | +55.7% | +190.6% | -134.8% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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