+279.2%
ZETA vs PSKY
-12.8%
+292.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -2.4% | +2.4% | -4.8% | -2.7% |
| 30D | +15.6% | +17.5% | -1.9% | +13.5% |
| 3M | +41.5% | +4.4% | +37.1% | +40.5% |
| 6M | +63.4% | -9.0% | +72.5% | +64.2% |
| YTD | +51.3% | -18.6% | +69.9% | +53.2% |
| 1Y | +65.8% | -27.7% | +93.5% | +69.7% |
| 3Y | +279.2% | -16.9% | +296.0% | +245.2% |
| All | +279.2% | -12.8% | +292.0% | +245.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling