+0.6%
ZS vs PSKY
-21.8%
+22.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +7.9% | +2.9% |
| 7D | -3.8% | -6.8% | +3.0% | -3.4% |
| 30D | -6.0% | +10.2% | -16.2% | -6.6% |
| 3M | +32.0% | +0.3% | +31.7% | +31.9% |
| 6M | +2.1% | -7.8% | +9.9% | +2.5% |
| YTD | -26.2% | -23.0% | -3.2% | -25.3% |
| 1Y | -41.2% | -31.6% | -9.5% | -40.1% |
| All | +0.6% | -21.8% | +22.5% | -1.5% |
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