-6.7%
JD vs PSA
+27.0%
-33.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | +5.2% | +0.8% | +4.4% | +5.1% |
| 30D | +4.5% | +15.9% | -11.4% | +2.4% |
| 3M | -15.4% | +4.2% | -19.6% | -15.9% |
| 6M | -6.0% | +10.1% | -16.2% | -7.7% |
| YTD | +2.2% | +33.3% | -31.2% | -2.8% |
| 1Y | -6.7% | +28.2% | -34.9% | -10.7% |
| All | -6.7% | +27.0% | -33.6% | -10.7% |
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