+1,069.9%
JBL vs PSKY
-42.6%
+1,112.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.8% |
| 7D | +4.4% | +2.4% | +2.0% | +3.5% |
| 30D | -8.4% | +17.5% | -26.0% | -13.5% |
| 3M | -14.2% | +4.4% | -18.6% | -16.0% |
| 6M | +29.6% | -9.0% | +38.6% | +31.5% |
| YTD | +37.1% | -18.6% | +55.7% | +41.9% |
| 1Y | +49.5% | -27.7% | +77.2% | +57.3% |
| 3Y | +192.7% | -16.9% | +209.5% | +153.1% |
| 5Y | +411.3% | -70.3% | +481.6% | +508.0% |
| 10Y | +1,447.6% | -74.9% | +1,522.6% | +1,449.1% |
| All | +1,069.9% | -42.6% | +1,112.5% | +457.9% |
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