+13.5%
PSA vs JBL
+390.6%
-377.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.3% |
| 7D | -3.6% | -1.0% | -2.6% | -3.5% |
| 30D | -9.4% | -15.1% | +5.7% | -8.0% |
| 3M | -8.2% | -14.0% | +5.9% | -7.1% |
| 6M | -1.8% | +20.6% | -22.5% | -4.9% |
| YTD | +15.7% | +32.9% | -17.1% | +10.6% |
| 1Y | +6.3% | +40.5% | -34.2% | +0.5% |
| 3Y | +21.6% | +183.7% | -162.2% | +0.5% |
| 5Y | +13.5% | +388.3% | -374.9% | -19.2% |
| All | +13.5% | +390.6% | -377.1% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling