-20.7%
PSKY vs ZCMD
-100.0%
+79.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.0% | -9.4% | -5.5% |
| 7D | -6.8% | -4.1% | -2.7% | -6.8% |
| 30D | +10.2% | -22.7% | +33.0% | +10.7% |
| 3M | +0.3% | -62.5% | +62.8% | -0.6% |
| 6M | -7.8% | -99.5% | +91.7% | +0.1% |
| YTD | -23.0% | -99.7% | +76.8% | -14.1% |
| 1Y | -31.6% | -99.9% | +68.2% | -21.1% |
| All | -20.7% | -100.0% | +79.3% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 3y: compounded portfolio wealth divided by compounded ZCMD 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…
3y analysis · Full analysis span regression · 6 months rolling