+100.9%
JNJ vs PSA
+26.3%
+74.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +3.5% | -1.4% | +4.9% | +3.8% |
| 30D | +12.5% | +15.2% | -2.6% | +8.5% |
| 3M | +9.6% | +2.2% | +7.4% | +8.8% |
| 6M | +25.3% | +11.7% | +13.7% | +21.8% |
| YTD | +40.3% | +32.0% | +8.3% | +30.4% |
| 1Y | +49.6% | +26.3% | +23.4% | +40.6% |
| 3Y | +110.8% | +52.4% | +58.4% | +89.2% |
| All | +100.9% | +26.3% | +74.7% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling