+1,525.1%
JBL vs PSKY
-74.6%
+1,599.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.1% | +2.9% | +4.6% |
| 7D | +2.4% | -2.4% | +4.8% | +2.9% |
| 30D | -13.1% | +11.6% | -24.7% | -15.0% |
| 3M | -15.6% | +1.5% | -17.1% | -16.2% |
| 6M | +24.6% | +7.7% | +16.9% | +21.9% |
| YTD | +39.6% | -20.1% | +59.7% | +43.3% |
| 1Y | +48.6% | -38.3% | +86.9% | +59.3% |
| 3Y | +197.3% | -17.7% | +215.0% | +177.3% |
| 5Y | +413.0% | -69.9% | +482.9% | +495.4% |
| All | +1,525.1% | -74.6% | +1,599.6% | +1,303.7% |
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