+19.8%
JD vs PSA
+103.1%
-83.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -16.0% | -8.2% | -7.9% | -14.3% |
| 3M | -3.2% | -2.1% | -1.0% | -2.9% |
| 6M | +6.1% | -0.2% | +6.3% | +5.7% |
| YTD | -0.1% | +18.5% | -18.6% | -4.8% |
| 1Y | -12.7% | +6.6% | -19.3% | -14.7% |
| 3Y | -6.3% | +24.5% | -30.8% | -12.6% |
| 5Y | -61.3% | +13.6% | -74.9% | -63.8% |
| All | +19.8% | +103.1% | -83.3% | -6.4% |
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