-54.5%
Z vs PSKY
-78.6%
+24.2%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | -0.9% |
| 7D | +6.2% | -24.6% | +30.8% | +12.5% |
| 30D | -7.1% | -36.1% | +29.0% | +2.8% |
| 3M | -29.2% | -34.6% | +5.4% | -22.2% |
| 6M | -30.1% | -40.5% | +10.5% | -21.5% |
| YTD | -54.8% | -47.7% | -7.1% | -48.4% |
| 1Y | -58.4% | -58.4% | 0.0% | -50.2% |
| 3Y | -27.5% | -40.7% | +13.1% | -27.8% |
| All | -54.5% | -78.6% | +24.2% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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