+1,476.9%
JPM vs PSKY
-42.2%
+1,519.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -0.2% | +24.0% | -24.1% | -7.3% |
| 3M | +15.9% | +2.2% | +13.7% | +14.2% |
| 6M | +20.9% | -9.0% | +29.9% | +22.4% |
| YTD | +12.9% | -18.1% | +31.0% | +16.5% |
| 1Y | +20.3% | -25.1% | +45.4% | +24.9% |
| 3Y | +160.9% | -16.3% | +177.3% | +126.9% |
| 5Y | +154.8% | -70.4% | +225.2% | +201.5% |
| 10Y | +591.1% | -74.2% | +665.3% | +577.4% |
| All | +1,476.9% | -42.2% | +1,519.1% | +716.7% |
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