+24.1%
PFE vs JAAA
+4.9%
+19.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.4% |
| 7D | +1.8% | +0.2% | +1.6% | +1.3% |
| 30D | +10.2% | +0.5% | +9.7% | +8.7% |
| 3M | +12.7% | +1.3% | +11.4% | +9.4% |
| 6M | +10.5% | +2.7% | +7.9% | +5.2% |
| YTD | +20.2% | +3.2% | +17.0% | +10.9% |
| 1Y | +24.1% | +4.9% | +19.1% | -2.8% |
| All | +24.1% | +4.9% | +19.2% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling