+187.6%
ZTS vs PSKY
-78.8%
+266.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.8% | +6.0% | -1.1% |
| 7D | +6.1% | -24.6% | +30.7% | -6.4% |
| 30D | +7.8% | -36.1% | +43.9% | -12.8% |
| 3M | +70.9% | -85.1% | +156.0% | +20.9% |
| 6M | +70.9% | -85.1% | +156.0% | +20.9% |
| YTD | +70.9% | -85.1% | +156.0% | +20.9% |
| 1Y | +70.9% | -85.1% | +156.0% | +20.9% |
| 3Y | +70.9% | -85.1% | +156.0% | +20.9% |
| 5Y | +70.9% | -85.1% | +156.0% | +20.9% |
| 10Y | +72.7% | -84.4% | +157.1% | +20.1% |
| All | +187.6% | -78.8% | +266.3% | +66.0% |
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