+56.2%
ZTS vs PTC
+204.7%
-148.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.5% | +2.5% | -1.3% |
| 7D | -4.8% | -12.8% | +8.0% | -0.8% |
| 30D | +1.2% | -9.8% | +11.0% | +4.3% |
| 3M | -6.0% | -2.1% | -4.0% | -6.1% |
| 6M | -38.7% | -18.1% | -20.6% | -35.8% |
| YTD | -40.6% | -23.5% | -17.1% | -36.5% |
| 1Y | -50.6% | -37.4% | -13.2% | -43.8% |
| 3Y | -58.7% | -7.2% | -51.5% | -59.8% |
| 5Y | -62.8% | +2.7% | -65.5% | -65.6% |
| 10Y | +56.2% | +203.4% | -147.2% | -2.7% |
| All | +56.2% | +204.7% | -148.5% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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