+7.6%
PSA vs JBL
+52.3%
-44.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.2% |
| 7D | -3.7% | +3.0% | -6.7% | -3.7% |
| 30D | -7.7% | -8.3% | +0.5% | -7.6% |
| 3M | -0.6% | -16.9% | +16.3% | +0.3% |
| 6M | -0.9% | +21.8% | -22.7% | -2.5% |
| YTD | +18.7% | +36.3% | -17.6% | +16.9% |
| 1Y | +7.6% | +49.5% | -41.9% | +5.7% |
| All | +7.6% | +52.3% | -44.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling