+22.5%
PCG vs JAAA
+30.2%
-7.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -2.7% | +0.4% | -3.1% | -3.2% |
| 3M | -25.1% | +1.2% | -26.3% | -26.2% |
| 6M | -22.3% | +2.3% | -24.6% | -24.6% |
| YTD | -18.5% | +4.0% | -22.4% | -22.5% |
| 1Y | -21.8% | +4.8% | -26.6% | -26.5% |
| 3Y | -21.0% | +18.5% | -39.5% | -34.1% |
| 5Y | +8.1% | +27.5% | -19.4% | -18.6% |
| All | +22.5% | +30.2% | -7.8% | -10.8% |
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 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