-9.7%
JD vs PSA
+28.0%
-37.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +2.6% |
| 7D | +9.0% | +10.5% | -1.6% | +7.4% |
| 30D | +5.2% | +21.7% | -16.5% | +2.3% |
| 3M | -15.9% | +6.1% | -22.0% | -16.7% |
| 6M | -7.7% | +18.3% | -26.0% | -10.7% |
| YTD | +0.1% | +36.1% | -36.0% | -5.4% |
| 1Y | -9.7% | +29.3% | -39.1% | -13.8% |
| All | -9.7% | +28.0% | -37.8% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling