-60.2%
JD vs PSKY
-78.6%
+18.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.4% | -0.7% |
| 7D | -0.3% | -24.6% | +24.3% | +3.1% |
| 30D | -0.9% | -36.1% | +35.2% | +4.9% |
| 3M | -12.7% | -53.4% | +40.7% | -6.2% |
| 6M | -12.7% | -53.4% | +40.7% | -6.2% |
| YTD | -12.7% | -53.4% | +40.7% | -6.2% |
| 1Y | -14.6% | -58.4% | +43.8% | -6.0% |
| 3Y | +7.2% | -40.7% | +47.9% | +1.7% |
| All | -60.2% | -78.6% | +18.4% | -56.9% |
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