-17.4%
JD vs PSA
+4.9%
-22.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.1% | -2.1% |
| 7D | -3.0% | -2.2% | -0.7% | -2.7% |
| 30D | -19.3% | -9.6% | -9.8% | -18.2% |
| 3M | -6.0% | -7.9% | +1.9% | -5.1% |
| 6M | +1.8% | -2.0% | +3.8% | +0.7% |
| YTD | -2.6% | +15.7% | -18.3% | -5.7% |
| 1Y | -17.4% | +5.8% | -23.2% | -18.7% |
| All | -17.4% | +4.9% | -22.3% | -18.7% |
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