+54.3%
JD vs PSKY
-76.6%
+130.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -13.2% | +24.0% | -37.1% | -16.7% |
| 3M | -3.2% | +2.2% | -5.4% | -4.0% |
| 6M | +15.2% | -9.0% | +24.2% | +16.2% |
| YTD | +2.0% | -18.1% | +20.1% | +4.2% |
| 1Y | -5.4% | -25.1% | +19.7% | -2.7% |
| 3Y | -9.1% | -16.3% | +7.2% | -13.6% |
| 5Y | -59.6% | -70.4% | +10.8% | -54.3% |
| 10Y | +26.2% | -74.2% | +100.4% | +40.8% |
| All | +54.3% | -76.6% | +130.9% | +62.3% |
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