+21.1%
PSA vs JBL
+195.4%
-174.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | +0.4% |
| 7D | -1.8% | +2.4% | -4.2% | -2.0% |
| 30D | -8.4% | -13.1% | +4.7% | -7.7% |
| 3M | -7.8% | -15.6% | +7.7% | -7.0% |
| 6M | +0.8% | +24.6% | -23.8% | -1.2% |
| YTD | +16.5% | +39.6% | -23.1% | +13.3% |
| 1Y | +4.7% | +48.6% | -43.9% | +1.2% |
| 3Y | +21.1% | +197.3% | -176.2% | +9.9% |
| All | +21.1% | +195.4% | -174.4% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling