+87.8%
ZTS vs PSX
+368.0%
-280.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.9% |
| 7D | +5.6% | +7.8% | -2.2% | +4.1% |
| 30D | +12.1% | -10.9% | +23.0% | +14.3% |
| 3M | +11.3% | +14.5% | -3.2% | +8.2% |
| 6M | +14.3% | +56.1% | -41.8% | +4.7% |
| YTD | -31.9% | +109.6% | -141.5% | -41.4% |
| 1Y | -29.3% | +95.5% | -124.8% | -38.3% |
| 3Y | -48.0% | +156.2% | -204.2% | -57.8% |
| 5Y | -58.9% | +310.0% | -368.9% | -70.4% |
| All | +87.8% | +368.0% | -280.3% | +25.1% |
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