-61.2%
ZTS vs PWR
+348.8%
-410.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.3% | -9.6% | -4.1% |
| 7D | -0.4% | -12.9% | +12.5% | +0.9% |
| 30D | +11.7% | -22.8% | +34.6% | +15.0% |
| 3M | +3.5% | -19.0% | +22.4% | +5.4% |
| 6M | -27.6% | -31.1% | +3.5% | -24.3% |
| YTD | -35.5% | +28.3% | -63.7% | -41.1% |
| 1Y | -32.1% | +22.2% | -54.3% | -37.4% |
| 3Y | -49.1% | +222.2% | -271.3% | -65.8% |
| All | -61.2% | +348.8% | -410.0% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 5y: compounded portfolio wealth divided by compounded PWR 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…
5y analysis · Full analysis span regression · 6 months rolling