+152.4%
PCAR vs JAAA
+29.3%
+123.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | 0.0% |
| 7D | -0.5% | +0.2% | -0.7% | -0.8% |
| 30D | -6.2% | +0.5% | -6.8% | -7.0% |
| 3M | +5.9% | +1.3% | +4.6% | +3.8% |
| 6M | +0.4% | +2.7% | -2.3% | -3.7% |
| YTD | +14.8% | +3.2% | +11.6% | +9.3% |
| 1Y | +30.1% | +4.9% | +25.2% | +20.7% |
| 3Y | +66.7% | +19.0% | +47.7% | +37.2% |
| 5Y | +166.1% | +26.8% | +139.3% | +104.6% |
| All | +152.4% | +29.3% | +123.2% | +79.8% |
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 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