+55.5%
ZTS vs PSX
+384.6%
-329.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -4.5% | +1.5% | -6.0% | -4.8% |
| 30D | -3.3% | +15.8% | -19.1% | -5.9% |
| 3M | -9.7% | +43.0% | -52.8% | -15.7% |
| 6M | -38.8% | +61.1% | -99.9% | -44.3% |
| YTD | -41.2% | +104.5% | -145.7% | -49.0% |
| 1Y | -50.3% | +102.5% | -152.8% | -56.9% |
| 3Y | -59.1% | +133.5% | -192.6% | -66.1% |
| 5Y | -62.8% | +367.0% | -429.7% | -74.0% |
| All | +55.5% | +384.6% | -329.1% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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