+11,186.3%
JPM vs PSA
+14,185.8%
-2,999.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | +0.3% | -3.7% | +4.0% | +2.3% |
| 30D | -0.2% | -7.7% | +7.6% | +4.1% |
| 3M | +15.9% | -0.6% | +16.5% | +15.7% |
| 6M | +20.9% | -0.9% | +21.9% | +20.5% |
| YTD | +12.9% | +18.7% | -5.8% | +1.8% |
| 1Y | +20.3% | +7.6% | +12.7% | +13.8% |
| 3Y | +160.9% | +23.7% | +137.3% | +121.0% |
| 5Y | +154.8% | +13.7% | +141.2% | +117.4% |
| 10Y | +591.1% | +98.9% | +492.2% | +301.5% |
| All | +11,186.3% | +14,185.8% | -2,999.5% | +2,094.9% |
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