-55.3%
PSKY vs JAAA
+29.4%
-84.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +11.6% | +0.5% | +11.0% | +11.5% |
| 3M | +1.5% | +1.3% | +0.3% | +1.3% |
| 6M | +7.7% | +2.8% | +4.9% | +7.2% |
| YTD | -20.1% | +3.3% | -23.4% | -20.7% |
| 1Y | -38.3% | +4.9% | -43.2% | -39.4% |
| 3Y | -17.7% | +19.0% | -36.7% | -22.8% |
| 5Y | -69.9% | +26.9% | -96.8% | -72.9% |
| All | -55.3% | +29.4% | -84.7% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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