-22.2%
PFE vs JAAA
+26.4%
-48.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | +3.8% | +0.5% | +3.4% | +3.4% |
| 3M | +10.4% | +1.2% | +9.2% | +9.2% |
| 6M | +6.3% | +2.8% | +3.4% | +3.6% |
| YTD | +17.4% | +3.2% | +14.2% | +14.1% |
| 1Y | +21.1% | +4.8% | +16.3% | +16.0% |
| 3Y | -1.6% | +19.0% | -20.6% | -9.7% |
| 5Y | -22.2% | +26.8% | -49.0% | -28.8% |
| All | -22.2% | +26.4% | -48.6% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling