-62.8%
ZTS vs PSKY
-71.2%
+8.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | -4.5% | -6.0% | +1.5% | -3.9% |
| 30D | -3.3% | +10.7% | -14.0% | -4.3% |
| 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% | -40.1% |
| 1Y | -50.3% | -30.2% | -20.1% | -49.1% |
| 3Y | -59.1% | -20.1% | -39.0% | -60.1% |
| 5Y | -62.8% | -70.5% | +7.7% | -61.3% |
| All | -62.8% | -71.2% | +8.4% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling