+1,504.5%
PBF vs JAAA
+29.3%
+1,475.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +11.6% | +0.4% | +11.1% | +11.0% |
| 3M | +81.7% | +1.2% | +80.5% | +79.3% |
| 6M | +96.4% | +2.7% | +93.8% | +90.6% |
| YTD | +189.5% | +3.2% | +186.3% | +179.0% |
| 1Y | +180.7% | +4.8% | +175.9% | +164.7% |
| 3Y | +56.6% | +19.0% | +37.7% | +51.5% |
| 5Y | +802.0% | +26.8% | +775.2% | +764.9% |
| All | +1,504.5% | +29.3% | +1,475.2% | +1,454.8% |
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 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