+106.6%
PCAR vs JAAA
+27.4%
+79.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | +0.1% | +0.2% | -0.1% | -0.2% |
| 30D | -4.6% | +0.4% | -5.0% | -5.2% |
| 3M | -22.6% | +1.2% | -23.8% | -24.0% |
| 6M | -12.0% | +2.3% | -14.3% | -15.2% |
| YTD | -6.1% | +3.9% | -10.0% | -11.6% |
| 1Y | +6.3% | +4.8% | +1.5% | -1.2% |
| 3Y | +31.8% | +18.5% | +13.3% | +9.3% |
| All | +106.6% | +27.4% | +79.2% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling