+19.9%
JPM vs PSA
+6.0%
+13.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.3% | -3.6% | +1.3% | -1.5% |
| 30D | -2.3% | -9.4% | +7.0% | -0.2% |
| 3M | +14.9% | -8.2% | +23.1% | +16.9% |
| 6M | +23.6% | -1.8% | +25.5% | +22.6% |
| YTD | +11.3% | +15.7% | -4.5% | +5.9% |
| 1Y | +19.9% | +6.3% | +13.6% | +13.0% |
| All | +19.9% | +6.0% | +13.9% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling