+414.5%
ZS vs PSKY
-74.2%
+488.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.2% |
| 7D | -7.8% | -0.2% | -7.6% | -7.8% |
| 30D | +5.0% | +24.0% | -18.9% | +1.5% |
| 3M | +25.5% | +2.2% | +23.4% | +24.9% |
| 6M | +8.7% | -9.0% | +17.7% | +9.8% |
| YTD | -24.5% | -18.1% | -6.4% | -23.1% |
| 1Y | -36.7% | -25.1% | -11.6% | -35.1% |
| 3Y | +7.2% | -16.3% | +23.5% | +1.6% |
| 5Y | -40.9% | -70.4% | +29.4% | -34.8% |
| All | +414.5% | -74.2% | +488.7% | +643.8% |
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