-61.3%
JD vs PSKY
-70.7%
+9.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -0.8% | +2.4% | -3.2% | -1.2% |
| 30D | -16.0% | +17.5% | -33.6% | -18.6% |
| 3M | -3.2% | +4.4% | -7.6% | -4.3% |
| 6M | +6.1% | -9.0% | +15.1% | +7.0% |
| YTD | -0.1% | -18.6% | +18.5% | +2.4% |
| 1Y | -12.7% | -27.7% | +15.0% | -9.5% |
| 3Y | -6.3% | -16.9% | +10.6% | -11.6% |
| 5Y | -61.3% | -70.3% | +8.9% | -49.5% |
| All | -61.3% | -70.7% | +9.3% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling