+104.3%
PBR vs JAAA
+18.9%
+85.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +4.2% | +0.1% | +4.2% | +3.9% |
| 30D | +22.7% | +0.4% | +22.3% | +20.7% |
| 3M | +21.5% | +1.2% | +20.3% | +15.9% |
| 6M | +24.0% | +2.7% | +21.3% | +11.7% |
| YTD | +88.2% | +3.2% | +85.1% | +65.9% |
| 1Y | +74.8% | +4.8% | +70.0% | +44.1% |
| All | +104.3% | +18.9% | +85.4% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling