+154.6%
JPM vs PSKY
-71.2%
+225.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -2.3% | -6.0% | +3.6% | -1.8% |
| 30D | -2.3% | +10.7% | -13.0% | -3.3% |
| 3M | +14.9% | +1.2% | +13.7% | +14.6% |
| 6M | +23.6% | +1.5% | +22.1% | +22.9% |
| YTD | +11.3% | -21.8% | +33.0% | +13.1% |
| 1Y | +19.9% | -30.2% | +50.1% | +22.6% |
| 3Y | +162.6% | -20.1% | +182.7% | +154.6% |
| 5Y | +154.6% | -70.5% | +225.1% | +202.8% |
| All | +154.6% | -71.2% | +225.8% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 5y: compounded portfolio wealth divided by compounded PSKY 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…
5y analysis · Full analysis span regression · 6 months rolling