-20.2%
PFE vs JAAA
+27.4%
-47.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | +3.4% | +0.4% | +3.0% | +3.0% |
| 3M | +9.2% | +1.1% | +8.1% | +8.1% |
| 6M | +15.8% | +2.3% | +13.5% | +13.5% |
| YTD | +23.4% | +3.9% | +19.6% | +19.3% |
| 1Y | +25.8% | +4.8% | +21.0% | +20.6% |
| 3Y | +17.8% | +18.4% | -0.6% | +7.9% |
| 5Y | -20.2% | +27.4% | -47.6% | -27.0% |
| All | -20.2% | +27.4% | -47.6% | -27.0% |
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 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