+52.1%
JNJ vs PSA
+6.8%
+45.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -3.5% | -1.8% | -1.7% | -3.1% |
| 30D | +2.3% | -8.4% | +10.7% | +4.6% |
| 3M | +12.0% | -7.8% | +19.8% | +14.4% |
| 6M | +10.5% | +0.8% | +9.7% | +11.2% |
| YTD | +30.4% | +16.5% | +13.9% | +28.0% |
| 1Y | +52.1% | +4.7% | +47.4% | +53.1% |
| All | +52.1% | +6.8% | +45.3% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling