+24.7%
Z vs PSKY
-74.5%
+99.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.7% |
| 7D | -3.0% | -0.2% | -2.8% | -2.9% |
| 30D | -4.2% | +24.0% | -28.2% | -9.5% |
| 3M | -3.7% | +2.2% | -5.9% | -4.5% |
| 6M | -24.5% | -9.0% | -15.5% | -23.3% |
| YTD | -49.3% | -18.1% | -31.2% | -47.6% |
| 1Y | -58.7% | -25.1% | -33.6% | -57.0% |
| 3Y | -34.1% | -16.3% | -17.8% | -39.2% |
| 5Y | -64.5% | -70.4% | +5.8% | -56.6% |
| 10Y | -0.5% | -74.2% | +73.7% | -12.6% |
| All | +24.7% | -74.5% | +99.2% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling