+63.4%
ZM vs PSKY
-75.2%
+138.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.4% |
| 7D | +2.9% | -0.2% | +3.1% | +3.0% |
| 30D | +0.7% | +24.0% | -23.3% | -1.1% |
| 3M | -3.7% | +2.2% | -5.9% | -4.0% |
| 6M | +29.9% | -9.0% | +38.9% | +30.5% |
| YTD | +17.4% | -18.1% | +35.6% | +18.7% |
| 1Y | +22.4% | -25.1% | +47.5% | +24.0% |
| 3Y | +41.3% | -16.3% | +57.6% | +38.6% |
| 5Y | -66.0% | -70.4% | +4.3% | -67.4% |
| All | +63.4% | -75.2% | +138.7% | +214.8% |
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