+585.7%
JPM vs PSA
+101.3%
+484.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.3% | -3.6% | +1.3% | -1.3% |
| 30D | -2.3% | -9.4% | +7.0% | +0.4% |
| 3M | +14.9% | -8.2% | +23.1% | +17.5% |
| 6M | +23.6% | -1.8% | +25.5% | +23.7% |
| YTD | +11.3% | +15.7% | -4.5% | +6.0% |
| 1Y | +19.9% | +6.3% | +13.6% | +16.9% |
| 3Y | +162.6% | +21.6% | +141.0% | +140.5% |
| 5Y | +154.6% | +13.5% | +141.2% | +133.8% |
| All | +585.7% | +101.3% | +484.4% | +401.8% |
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