-62.3%
ZTS vs PSLV
+154.2%
-216.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.7% | -3.5% | -0.3% | -3.6% |
| 30D | -0.8% | -2.1% | +1.4% | -0.8% |
| 3M | -9.7% | -1.6% | -8.1% | -9.7% |
| 6M | -38.4% | -25.5% | -12.9% | -37.5% |
| YTD | -41.1% | -11.4% | -29.7% | -42.4% |
| 1Y | -50.6% | +48.6% | -99.2% | -54.7% |
| 3Y | -59.1% | +166.9% | -226.0% | -65.9% |
| All | -62.3% | +154.2% | -216.6% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling