+25.3%
PSA vs JBL
+299.0%
-273.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -1.4% | +6.3% | -7.8% | -2.0% |
| 30D | +15.2% | -13.5% | +28.7% | +16.6% |
| 3M | +2.2% | -31.3% | +33.6% | +5.8% |
| 6M | +11.7% | -28.4% | +40.1% | +14.6% |
| YTD | +32.0% | +11.6% | +20.4% | +27.6% |
| 1Y | +26.3% | +26.1% | +0.2% | +20.1% |
| 3Y | +52.4% | +97.4% | -45.0% | +31.5% |
| All | +25.3% | +299.0% | -273.7% | -11.2% |
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