+30.0%
JD vs PSKY
-85.2%
+115.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.4% | +0.2% |
| 7D | -0.3% | -24.6% | +24.3% | +8.0% |
| 30D | -0.9% | -36.1% | +35.2% | +13.4% |
| 3M | -64.1% | -77.9% | +13.8% | -40.6% |
| 6M | -64.1% | -77.9% | +13.8% | -40.6% |
| YTD | -64.1% | -77.9% | +13.8% | -40.6% |
| 1Y | -64.1% | -77.9% | +13.8% | -40.6% |
| 3Y | -64.1% | -77.9% | +13.8% | -40.6% |
| 5Y | -62.1% | -80.0% | +17.9% | -36.3% |
| All | +30.0% | -85.2% | +115.2% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling