+10,034.4%
PSA vs JBL
+42,879.2%
-32,844.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -0.4% | +4.4% | -4.8% | -0.9% |
| 30D | -8.2% | -8.4% | +0.3% | -7.4% |
| 3M | -2.1% | -14.2% | +12.0% | -1.0% |
| 6M | -0.2% | +29.6% | -29.8% | -3.5% |
| YTD | +18.5% | +37.1% | -18.6% | +13.7% |
| 1Y | +6.6% | +49.5% | -42.9% | +1.0% |
| 3Y | +24.5% | +192.7% | -168.2% | +8.1% |
| 5Y | +13.6% | +411.3% | -397.8% | -7.6% |
| 10Y | +102.0% | +1,447.6% | -1,345.7% | +42.9% |
| All | +10,034.4% | +42,879.2% | -32,844.8% | +6,272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling