+166.5%
ZTS vs PSKY
-67.0%
+233.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -4.8% | +2.4% | -7.1% | -5.1% |
| 30D | +1.2% | +17.5% | -16.3% | -1.1% |
| 3M | -6.0% | +4.4% | -10.5% | -6.8% |
| 6M | -38.7% | -9.0% | -29.7% | -38.3% |
| YTD | -40.6% | -18.6% | -22.0% | -39.5% |
| 1Y | -50.6% | -27.7% | -22.9% | -49.2% |
| 3Y | -58.7% | -16.9% | -41.9% | -60.3% |
| 5Y | -62.8% | -70.3% | +7.4% | -59.2% |
| 10Y | +56.2% | -74.9% | +131.1% | +47.2% |
| All | +166.5% | -67.0% | +233.5% | +110.8% |
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