-39.1%
JOBY vs PSA
+57.1%
-96.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.6% | +0.9% |
| 7D | -5.2% | -1.8% | -3.4% | -4.2% |
| 30D | -19.7% | -8.4% | -11.4% | -16.0% |
| 3M | -31.7% | -7.8% | -23.9% | -29.4% |
| 6M | -37.5% | +0.8% | -38.3% | -38.8% |
| YTD | -51.6% | +16.5% | -68.1% | -56.3% |
| 1Y | -53.3% | +4.7% | -58.0% | -55.4% |
| 3Y | -12.2% | +21.1% | -33.3% | -23.7% |
| 5Y | -31.3% | +14.2% | -45.5% | -37.9% |
| All | -39.1% | +57.1% | -96.2% | -47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling