-2.3%
PSKY vs ZYBT
-57.8%
+55.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.6% |
| 7D | -6.0% | -2.5% | -3.5% | -6.0% |
| 30D | +10.7% | -1.2% | +11.9% | +10.7% |
| 3M | +1.2% | +76.7% | -75.5% | +3.0% |
| 6M | +1.5% | +103.6% | -102.1% | +2.9% |
| YTD | -21.8% | +38.3% | -60.0% | -20.3% |
| 1Y | -30.2% | -84.7% | +54.5% | -27.4% |
| All | -2.3% | -57.8% | +55.5% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling