-70.5%
PSKY vs ZCMD
-100.0%
+29.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.6% |
| 7D | -6.0% | -2.0% | -3.9% | -5.9% |
| 30D | +10.7% | -19.8% | +30.5% | +11.0% |
| 3M | +1.2% | -62.1% | +63.2% | -0.1% |
| 6M | +1.5% | -99.5% | +101.0% | +10.9% |
| YTD | -21.8% | -99.7% | +78.0% | -12.3% |
| 1Y | -30.2% | -99.9% | +69.7% | -19.2% |
| 3Y | -20.1% | -100.0% | +79.9% | -5.3% |
| 5Y | -70.5% | -100.0% | +29.5% | -67.3% |
| All | -70.5% | -100.0% | +29.5% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling