+10,742.2%
JPM vs PSA
+15,829.0%
-5,086.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | +1.6% | -2.1% | +3.7% | +2.8% |
| 30D | +3.4% | +15.6% | -12.1% | -4.3% |
| 3M | -5.7% | +4.1% | -9.7% | -7.8% |
| 6M | +13.5% | +9.2% | +4.3% | +7.5% |
| YTD | +8.4% | +32.3% | -23.9% | -7.9% |
| 1Y | +9.1% | +26.2% | -17.1% | -5.0% |
| 3Y | +149.5% | +53.7% | +95.8% | +88.0% |
| 5Y | +132.6% | +26.6% | +106.0% | +87.9% |
| 10Y | +480.0% | +132.8% | +347.2% | +210.0% |
| All | +10,742.2% | +15,829.0% | -5,086.8% | +1,886.8% |
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 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