+17.8%
JD vs PSA
+50.8%
-33.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | +13.4% | +3.9% | +9.4% | +12.1% |
| 30D | +7.7% | +19.7% | -12.0% | +2.4% |
| 3M | -11.3% | +4.3% | -15.5% | -12.4% |
| 6M | -5.1% | +11.4% | -16.5% | -8.4% |
| YTD | +5.0% | +33.9% | -28.9% | -4.9% |
| 1Y | -5.6% | +28.3% | -33.9% | -13.4% |
| 3Y | +17.8% | +53.5% | -35.7% | -8.6% |
| All | +17.8% | +50.8% | -33.0% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling