+18.5%
PEP vs JAAA
+29.3%
-10.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +0.3% | +0.5% | -0.1% | +0.2% |
| 3M | -3.2% | +1.2% | -4.5% | -3.6% |
| 6M | -13.6% | +2.7% | -16.3% | -14.2% |
| YTD | -1.9% | +3.2% | -5.1% | -2.7% |
| 1Y | -0.6% | +4.8% | -5.4% | -1.9% |
| 3Y | -13.6% | +19.0% | -32.6% | -18.2% |
| 5Y | +3.2% | +26.8% | -23.6% | -3.9% |
| All | +18.5% | +29.3% | -10.8% | +4.0% |
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