+252.6%
ZETA vs PSKY
-71.1%
+323.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -3.7% |
| 7D | +2.7% | -0.2% | +2.8% | +2.6% |
| 30D | +15.8% | +24.0% | -8.2% | +10.6% |
| 3M | +35.4% | +2.2% | +33.2% | +34.5% |
| 6M | +67.1% | -9.0% | +76.1% | +69.3% |
| YTD | +54.1% | -18.1% | +72.2% | +58.1% |
| 1Y | +67.8% | -25.1% | +92.9% | +74.2% |
| 3Y | +311.4% | -16.3% | +327.8% | +285.1% |
| 5Y | +324.8% | -70.4% | +395.2% | +462.9% |
| All | +252.6% | -71.1% | +323.7% | +361.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling