-21.0%
PCG vs JAAA
+18.6%
-39.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.1% |
| 7D | -1.6% | +0.2% | -1.8% | -2.0% |
| 30D | +1.4% | +0.4% | +1.0% | +0.3% |
| 3M | -23.4% | +1.2% | -24.6% | -25.7% |
| 6M | -19.4% | +2.3% | -21.7% | -24.1% |
| YTD | -18.5% | +3.9% | -22.4% | -26.3% |
| 1Y | -19.5% | +4.8% | -24.4% | -29.1% |
| 3Y | -21.0% | +18.5% | -39.5% | -42.1% |
| All | -21.0% | +18.6% | -39.6% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling