+330.8%
JCI vs PSA
+101.3%
+229.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +0.4% | -3.6% | +4.0% | +1.7% |
| 30D | -7.7% | -9.4% | +1.7% | -4.4% |
| 3M | +2.8% | -8.2% | +11.0% | +5.5% |
| 6M | +7.2% | -1.8% | +9.1% | +7.2% |
| YTD | +20.0% | +15.7% | +4.2% | +12.5% |
| 1Y | +33.3% | +6.3% | +27.0% | +28.6% |
| 3Y | +161.3% | +21.6% | +139.7% | +133.8% |
| 5Y | +108.8% | +13.5% | +95.3% | +89.8% |
| All | +330.8% | +101.3% | +229.5% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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