+165.6%
ZTS vs PSLV
+72.9%
+92.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.8% | -0.5% |
| 7D | -3.8% | +3.3% | -7.1% | -4.0% |
| 30D | -2.0% | +2.1% | -4.2% | -2.3% |
| 3M | -10.2% | +7.1% | -17.3% | -10.9% |
| 6M | -39.4% | -21.6% | -17.8% | -38.4% |
| YTD | -40.8% | -6.7% | -34.1% | -42.0% |
| 1Y | -50.1% | +59.3% | -109.4% | -54.3% |
| 3Y | -58.9% | +182.1% | -241.0% | -65.3% |
| 5Y | -62.4% | +162.6% | -225.0% | -68.3% |
| 10Y | +58.8% | +203.0% | -144.2% | +26.6% |
| All | +165.6% | +72.9% | +92.7% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling