+55.0%
JD vs PSA
+220.8%
-165.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +7.9% | +1.5% | +6.4% | +7.5% |
| 30D | +4.8% | +16.7% | -11.9% | +0.6% |
| 3M | -13.9% | +4.0% | -17.9% | -14.9% |
| 6M | -5.8% | +10.9% | -16.7% | -8.6% |
| YTD | +2.4% | +34.2% | -31.8% | -5.9% |
| 1Y | -7.5% | +26.6% | -34.2% | -13.7% |
| 3Y | +20.9% | +54.7% | -33.9% | +5.9% |
| 5Y | -58.0% | +30.0% | -88.1% | -62.2% |
| 10Y | +28.9% | +132.7% | -103.8% | -4.9% |
| All | +55.0% | +220.8% | -165.8% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling