+11.1%
Z vs PSKY
-83.7%
+94.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | -0.4% |
| 7D | +6.2% | -24.6% | +30.8% | +15.2% |
| 30D | -7.1% | -36.1% | +29.0% | +7.3% |
| 3M | -57.8% | -52.6% | -5.2% | -41.8% |
| 6M | -57.8% | -52.6% | -5.2% | -41.8% |
| YTD | -57.8% | -52.6% | -5.2% | -41.8% |
| 1Y | -58.4% | -58.4% | 0.0% | -40.5% |
| 3Y | -27.5% | -40.7% | +13.1% | -15.1% |
| 5Y | -67.5% | -80.0% | +12.5% | -48.7% |
| 10Y | -5.7% | -84.4% | +78.7% | +12.4% |
| All | +11.1% | -83.7% | +94.8% | +31.1% |
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