+83.2%
PAAS vs JAAA
+29.3%
+53.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +2.5% | +0.5% | +2.0% | +1.6% |
| 3M | +15.1% | +1.2% | +13.8% | +12.5% |
| 6M | -12.1% | +2.7% | -14.8% | -16.1% |
| YTD | +3.1% | +3.2% | -0.1% | -2.5% |
| 1Y | +50.8% | +4.8% | +46.0% | +39.2% |
| 3Y | +259.5% | +19.0% | +240.5% | +184.5% |
| 5Y | +126.3% | +26.8% | +99.5% | +67.4% |
| All | +83.2% | +29.3% | +53.9% | +11.0% |
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