+174.6%
ZTS vs PSX
+557.5%
-382.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.0% | +4.5% | -6.5% | -2.8% |
| 30D | +1.9% | +26.6% | -24.7% | -2.7% |
| 3M | -4.0% | +39.3% | -43.3% | -10.2% |
| 6M | -39.1% | +56.8% | -95.9% | -44.6% |
| YTD | -38.8% | +101.8% | -140.6% | -47.1% |
| 1Y | -49.6% | +99.6% | -149.2% | -56.4% |
| 3Y | -59.0% | +140.3% | -199.3% | -66.5% |
| 5Y | -61.8% | +339.3% | -401.1% | -73.3% |
| 10Y | +61.4% | +369.9% | -308.4% | +1.7% |
| All | +174.6% | +557.5% | -382.8% | +58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling