+930.0%
PBR vs JAAA
+29.3%
+900.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.4% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | +17.5% | +0.5% | +17.1% | +16.5% |
| 3M | +20.9% | +1.2% | +19.6% | +17.9% |
| 6M | +20.2% | +2.7% | +17.5% | +13.8% |
| YTD | +84.3% | +3.2% | +81.1% | +72.8% |
| 1Y | +77.1% | +4.8% | +72.3% | +60.9% |
| 3Y | +100.8% | +19.0% | +81.8% | +52.2% |
| 5Y | +556.1% | +26.8% | +529.3% | +366.7% |
| All | +930.0% | +29.3% | +900.7% | +501.4% |
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