-28.0%
JOBY vs PSKY
-70.1%
+42.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.9% | +0.6% |
| 7D | -5.2% | -2.4% | -2.8% | -4.4% |
| 30D | -19.7% | +11.6% | -31.3% | -22.6% |
| 3M | -31.7% | +1.5% | -33.3% | -32.4% |
| 6M | -37.5% | +7.7% | -45.2% | -39.3% |
| YTD | -51.6% | -20.1% | -31.5% | -49.0% |
| 1Y | -53.3% | -38.3% | -15.0% | -46.5% |
| 3Y | -12.2% | -17.7% | +5.5% | -17.4% |
| All | -28.0% | -70.1% | +42.1% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling