+47.5%
JD vs PSKY
-85.0%
+132.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.4% | -0.6% |
| 7D | -0.3% | -24.6% | +24.3% | +3.8% |
| 30D | -0.9% | -36.1% | +35.2% | +5.9% |
| 3M | -12.7% | -53.4% | +40.7% | -5.3% |
| 6M | -12.7% | -53.4% | +40.7% | -5.3% |
| YTD | -12.7% | -53.4% | +40.7% | -5.3% |
| 1Y | -14.6% | -58.4% | +43.8% | -5.2% |
| 3Y | +7.2% | -40.7% | +47.9% | +4.0% |
| 5Y | -62.1% | -80.0% | +17.9% | -55.8% |
| 10Y | +16.3% | -84.4% | +100.7% | +39.1% |
| All | +47.5% | -85.0% | +132.5% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling