+54.3%
JD vs PSA
+183.6%
-129.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | -1.7% | -3.7% | +2.0% | -0.7% |
| 30D | -13.2% | -7.7% | -5.4% | -11.4% |
| 3M | -3.2% | -0.6% | -2.6% | -3.2% |
| 6M | +15.2% | -0.9% | +16.1% | +15.0% |
| YTD | +2.0% | +18.7% | -16.7% | -3.1% |
| 1Y | -5.4% | +7.6% | -13.0% | -7.9% |
| 3Y | -9.1% | +23.7% | -32.8% | -15.6% |
| 5Y | -59.6% | +13.7% | -73.3% | -62.4% |
| 10Y | +26.2% | +98.9% | -72.6% | -2.7% |
| All | +54.3% | +183.6% | -129.3% | +4.2% |
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