-38.9%
JOBY vs PSKY
-62.1%
+23.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.4% | -0.8% | -4.7% |
| 7D | -5.9% | -6.8% | +1.0% | -4.0% |
| 30D | -27.1% | +10.2% | -37.4% | -29.1% |
| 3M | -30.7% | +0.3% | -31.0% | -31.0% |
| 6M | -36.1% | -7.8% | -28.3% | -35.0% |
| YTD | -51.4% | -23.0% | -28.4% | -48.7% |
| 1Y | -52.2% | -31.6% | -20.5% | -48.1% |
| 3Y | -12.1% | -21.3% | +9.3% | -14.1% |
| 5Y | -31.1% | -71.5% | +40.3% | -18.9% |
| All | -38.9% | -62.1% | +23.3% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling