-39.6%
ZBRA vs PSKY
-70.1%
+30.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.5% |
| 7D | -3.4% | -2.4% | -1.0% | -3.0% |
| 30D | -7.4% | +11.6% | -19.0% | -9.3% |
| 3M | +57.5% | +1.5% | +56.0% | +56.7% |
| 6M | +64.0% | +7.7% | +56.3% | +60.7% |
| YTD | +44.3% | -20.1% | +64.4% | +48.0% |
| 1Y | +10.9% | -38.3% | +49.2% | +18.9% |
| 3Y | +37.5% | -17.7% | +55.3% | +30.7% |
| All | -39.6% | -70.1% | +30.5% | -28.3% |
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