+148.0%
PCAR vs JAAA
+29.3%
+118.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -7.7% | +0.5% | -8.2% | -8.4% |
| 3M | +3.7% | +1.2% | +2.5% | +1.7% |
| 6M | +2.3% | +2.8% | -0.5% | -2.1% |
| YTD | +12.8% | +3.2% | +9.6% | +7.4% |
| 1Y | +27.8% | +4.8% | +22.9% | +18.7% |
| 3Y | +61.8% | +19.0% | +42.8% | +33.2% |
| 5Y | +168.2% | +26.8% | +141.4% | +106.1% |
| All | +148.0% | +29.3% | +118.7% | +76.7% |
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