+77.8%
PAAS vs JAAA
+29.3%
+48.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -2.9% | +0.2% | -3.1% | -3.2% |
| 30D | +6.8% | +0.5% | +6.3% | +5.8% |
| 3M | -2.9% | +1.3% | -4.2% | -5.1% |
| 6M | -16.4% | +2.7% | -19.1% | -20.2% |
| YTD | 0.0% | +3.2% | -3.2% | -5.3% |
| 1Y | +54.3% | +4.9% | +49.4% | +42.1% |
| 3Y | +230.7% | +19.0% | +211.7% | +161.7% |
| 5Y | +111.6% | +26.8% | +84.8% | +56.2% |
| All | +77.8% | +29.3% | +48.5% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling