+87.8%
ZTS vs PTC
+312.5%
-224.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +5.6% | +0.5% | +5.1% | +5.4% |
| 30D | +12.1% | +1.2% | +10.9% | +11.7% |
| 3M | +11.3% | +27.4% | -16.1% | +2.2% |
| 6M | +14.3% | +39.2% | -24.9% | +1.5% |
| YTD | -31.9% | +12.5% | -44.4% | -35.9% |
| 1Y | -29.3% | +12.3% | -41.5% | -33.4% |
| 3Y | -48.0% | +28.8% | -76.9% | -54.5% |
| 5Y | -58.9% | +60.9% | -119.8% | -67.1% |
| All | +87.8% | +312.5% | -224.7% | +4.4% |
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