+34.5%
PCG vs JAAA
+29.3%
+5.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.4% | +2.3% |
| 7D | -13.9% | +0.2% | -14.0% | -14.1% |
| 30D | -16.9% | +0.5% | -17.4% | -17.4% |
| 3M | -14.7% | +1.3% | -16.0% | -16.1% |
| 6M | -23.8% | +2.7% | -26.5% | -26.4% |
| YTD | -10.5% | +3.2% | -13.7% | -14.1% |
| 1Y | -5.1% | +4.9% | -10.0% | -10.9% |
| 3Y | -11.6% | +19.0% | -30.6% | -26.2% |
| 5Y | +59.0% | +26.8% | +32.2% | +20.8% |
| All | +34.5% | +29.3% | +5.2% | -1.1% |
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 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