+55.5%
ZTS vs PSKY
-75.1%
+130.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | -4.5% | -6.0% | +1.5% | -3.8% |
| 30D | -3.3% | +10.7% | -14.0% | -4.5% |
| 3M | -9.7% | +1.2% | -10.9% | -10.0% |
| 6M | -38.8% | +1.5% | -40.3% | -39.2% |
| YTD | -41.2% | -21.8% | -19.4% | -39.9% |
| 1Y | -50.3% | -30.2% | -20.1% | -48.9% |
| 3Y | -59.1% | -20.1% | -39.0% | -60.2% |
| 5Y | -62.8% | -70.5% | +7.7% | -59.8% |
| All | +55.5% | -75.1% | +130.6% | +42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling