+23.3%
PEP vs JAAA
+30.2%
-6.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +11.8% | +0.4% | +11.3% | +11.6% |
| 3M | +3.7% | +1.2% | +2.5% | +3.3% |
| 6M | -4.3% | +2.3% | -6.6% | -4.9% |
| YTD | +2.1% | +4.0% | -1.8% | +1.1% |
| 1Y | +2.5% | +4.8% | -2.3% | +1.2% |
| 3Y | -5.0% | +18.5% | -23.5% | -9.9% |
| 5Y | +2.9% | +27.5% | -24.6% | -4.2% |
| All | +23.3% | +30.2% | -6.9% | +8.0% |
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 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