-5.9%
JD vs PSA
+26.5%
-32.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -4.1% | -1.4% | -2.7% | -3.9% |
| 30D | +4.6% | +15.2% | -10.6% | +2.7% |
| 3M | -4.7% | +2.2% | -7.0% | -5.1% |
| 6M | -17.4% | +11.7% | -29.0% | -18.9% |
| YTD | +0.7% | +32.0% | -31.3% | -3.5% |
| 1Y | -5.9% | +26.3% | -32.2% | -9.5% |
| All | -5.9% | +26.5% | -32.3% | -9.5% |
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