-39.1%
JOBY vs PSKY
-60.7%
+21.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.9% | +0.7% |
| 7D | -5.2% | -2.4% | -2.8% | -4.5% |
| 30D | -19.7% | +11.6% | -31.3% | -22.1% |
| 3M | -31.7% | +1.5% | -33.3% | -32.2% |
| 6M | -37.5% | +7.7% | -45.2% | -39.0% |
| YTD | -51.6% | -20.1% | -31.5% | -49.4% |
| 1Y | -53.3% | -38.3% | -15.0% | -47.8% |
| 3Y | -12.2% | -17.7% | +5.5% | -15.4% |
| 5Y | -31.3% | -69.9% | +38.6% | -20.0% |
| All | -39.1% | -60.7% | +21.6% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling