-59.0%
ZTS vs PSKY
-21.8%
-37.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.0% | +0.1% |
| 7D | -3.8% | -6.8% | +3.1% | -3.2% |
| 30D | -2.0% | +10.2% | -12.3% | -2.8% |
| 3M | -10.2% | +0.3% | -10.5% | -10.3% |
| 6M | -39.4% | -7.8% | -31.7% | -39.2% |
| YTD | -40.8% | -23.0% | -17.9% | -39.9% |
| 1Y | -50.1% | -31.6% | -18.5% | -49.1% |
| All | -59.0% | -21.8% | -37.1% | -61.1% |
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 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