+51.3%
PEG vs JAAA
+29.3%
+22.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -1.9% | +0.5% | -2.3% | -2.4% |
| 3M | -3.7% | +1.2% | -4.9% | -4.9% |
| 6M | -9.4% | +2.8% | -12.3% | -12.2% |
| YTD | -6.0% | +3.2% | -9.2% | -9.2% |
| 1Y | -4.4% | +4.8% | -9.2% | -9.3% |
| 3Y | +33.5% | +19.0% | +14.6% | +16.4% |
| 5Y | +35.7% | +26.8% | +8.9% | +12.1% |
| All | +51.3% | +29.3% | +22.0% | +19.3% |
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 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