+257.8%
ZETA vs PSKY
-81.5%
+339.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.8% | -0.4% | -11.5% |
| 7D | -3.9% | -24.6% | +20.7% | -36.5% |
| 30D | +2.6% | -36.1% | +38.7% | -46.5% |
| 3M | +235.5% | -77.9% | +313.5% | +29.9% |
| 6M | +235.5% | -77.9% | +313.5% | +29.9% |
| YTD | +235.5% | -77.9% | +313.5% | +29.9% |
| 1Y | +235.5% | -77.9% | +313.5% | +29.9% |
| 3Y | +235.5% | -77.9% | +313.5% | +29.9% |
| 5Y | +300.6% | -80.0% | +380.7% | +61.5% |
| All | +257.8% | -81.5% | +339.3% | +45.2% |
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 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 · Available span rolling