-0.2%
PSKY vs ZYBT
-58.9%
+58.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.1% |
| 7D | -2.4% | -3.7% | +1.3% | -2.4% |
| 30D | +11.6% | 0.0% | +11.6% | +11.6% |
| 3M | +1.5% | +72.2% | -70.7% | +3.3% |
| 6M | +7.7% | +103.1% | -95.4% | +9.1% |
| YTD | -20.1% | +34.8% | -54.9% | -18.7% |
| 1Y | -38.3% | -83.2% | +44.9% | -35.9% |
| All | -0.2% | -58.9% | +58.7% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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