+33.0%
ZM vs PSKY
-20.6%
+53.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -2.7% | -6.0% | +3.2% | -2.1% |
| 30D | -10.0% | +10.7% | -20.7% | -11.1% |
| 3M | +1.6% | +1.2% | +0.4% | +1.3% |
| 6M | +25.0% | +1.5% | +23.5% | +24.6% |
| YTD | +10.6% | -21.8% | +32.4% | +13.1% |
| 1Y | +14.0% | -30.2% | +44.1% | +17.0% |
| All | +33.0% | -20.6% | +53.6% | +28.1% |
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