-36.7%
ZS vs PSKY
-26.0%
-10.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.4% |
| 7D | -7.8% | -0.2% | -7.6% | -7.8% |
| 30D | +5.0% | +24.0% | -18.9% | +3.7% |
| 3M | +25.5% | +2.2% | +23.4% | +25.1% |
| 6M | +8.7% | -9.0% | +17.7% | +8.3% |
| YTD | -24.5% | -18.1% | -6.4% | -23.7% |
| 1Y | -36.7% | -25.1% | -11.6% | -35.0% |
| All | -36.7% | -26.0% | -10.7% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling