+349.3%
ZETA vs PSKY
-71.8%
+421.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.1% |
| 7D | -0.1% | -6.8% | +6.8% | +1.4% |
| 30D | +10.5% | +10.2% | +0.2% | +8.1% |
| 3M | +44.3% | +0.3% | +44.0% | +43.8% |
| 6M | +59.4% | -7.8% | +67.2% | +61.2% |
| YTD | +49.5% | -23.0% | +72.5% | +55.2% |
| 1Y | +62.7% | -31.6% | +94.3% | +72.0% |
| 3Y | +274.6% | -21.3% | +296.0% | +255.7% |
| 5Y | +349.3% | -71.5% | +420.8% | +553.6% |
| All | +349.3% | -71.8% | +421.2% | +553.6% |
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