-17.4%
ZBH vs PSKY
-74.6%
+57.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.8% |
| 7D | -4.7% | -2.4% | -2.3% | -4.3% |
| 30D | -4.5% | +11.6% | -16.1% | -6.2% |
| 3M | +7.6% | +1.5% | +6.0% | +7.1% |
| 6M | +0.3% | +7.7% | -7.4% | -1.6% |
| YTD | +4.5% | -20.1% | +24.6% | +6.9% |
| 1Y | -9.4% | -38.3% | +28.9% | -4.1% |
| 3Y | -21.5% | -17.7% | -3.7% | -25.2% |
| 5Y | -28.4% | -69.9% | +41.5% | -20.1% |
| All | -17.4% | -74.6% | +57.2% | -33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling