+8,487.5%
JNJ vs PSA
+14,166.4%
-5,678.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.8% | -0.4% | -0.3% | -0.7% |
| 30D | +4.3% | -8.2% | +12.5% | +6.0% |
| 3M | +16.5% | -2.1% | +18.6% | +17.0% |
| 6M | +13.1% | -0.2% | +13.4% | +13.1% |
| YTD | +32.1% | +18.5% | +13.6% | +27.8% |
| 1Y | +54.5% | +6.6% | +47.9% | +52.2% |
| 3Y | +82.5% | +24.5% | +58.1% | +74.0% |
| 5Y | +80.0% | +13.6% | +66.4% | +72.9% |
| 10Y | +195.7% | +102.0% | +93.7% | +153.1% |
| All | +8,487.5% | +14,166.4% | -5,678.9% | +4,239.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling