+10,848.8%
JPM vs PSA
+15,793.7%
-4,944.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +3.5% | -1.4% | +4.9% | +4.3% |
| 30D | +3.3% | +15.2% | -11.9% | -4.3% |
| 3M | -4.2% | +2.2% | -6.4% | -5.5% |
| 6M | +16.4% | +11.7% | +4.7% | +8.9% |
| YTD | +9.5% | +32.0% | -22.5% | -6.9% |
| 1Y | +14.0% | +26.3% | -12.3% | -0.7% |
| 3Y | +153.1% | +52.4% | +100.7% | +91.6% |
| 5Y | +134.9% | +26.3% | +108.6% | +89.9% |
| 10Y | +485.7% | +132.3% | +353.4% | +213.5% |
| All | +10,848.8% | +15,793.7% | -4,944.9% | +1,908.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling