+100.5%
PSA vs JBL
+1,558.3%
-1,457.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | 0.0% |
| 7D | -1.8% | +2.4% | -4.2% | -2.1% |
| 30D | -8.4% | -13.1% | +4.7% | -6.8% |
| 3M | -7.8% | -15.6% | +7.7% | -6.2% |
| 6M | +0.8% | +24.6% | -23.8% | -3.2% |
| YTD | +16.5% | +39.6% | -23.1% | +9.9% |
| 1Y | +4.7% | +48.6% | -43.9% | -2.5% |
| 3Y | +21.1% | +197.3% | -176.2% | -1.4% |
| 5Y | +14.2% | +413.0% | -398.8% | -16.6% |
| All | +100.5% | +1,558.3% | -1,457.8% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling