+119.0%
PAAS vs JAAA
+25.6%
+93.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -2.9% | +0.2% | -3.1% | -3.1% |
| 30D | +6.8% | +0.5% | +6.3% | +6.0% |
| 3M | -2.9% | +1.3% | -4.2% | -4.5% |
| 6M | -16.4% | +2.7% | -19.1% | -19.3% |
| YTD | 0.0% | +3.2% | -3.2% | -3.9% |
| 1Y | +54.3% | +4.9% | +49.4% | +45.3% |
| 3Y | +230.7% | +19.0% | +211.7% | +190.6% |
| All | +119.0% | +25.6% | +93.4% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling