+1,401.2%
JPM vs PSKY
-63.1%
+1,464.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.8% | +6.1% | +1.7% |
| 7D | +2.0% | -24.6% | +26.6% | +4.4% |
| 30D | -2.5% | -36.1% | +33.6% | +1.4% |
| 3M | +130.5% | -77.9% | +208.4% | +139.3% |
| 6M | +130.5% | -77.9% | +208.4% | +139.3% |
| YTD | +130.5% | -77.9% | +208.4% | +139.3% |
| 1Y | +130.5% | -77.9% | +208.4% | +139.3% |
| 3Y | +130.5% | -77.9% | +208.4% | +139.3% |
| 5Y | +130.8% | -80.0% | +210.9% | +150.4% |
| 10Y | +552.9% | -84.4% | +637.3% | +520.6% |
| All | +1,401.2% | -63.1% | +1,464.2% | +629.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling