+108.5%
PFG vs JAAA
+26.7%
+81.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +3.2% | +0.1% | +3.1% | +3.0% |
| 30D | +0.9% | +0.5% | +0.5% | 0.0% |
| 3M | +7.7% | +1.2% | +6.5% | +5.0% |
| 6M | +29.0% | +2.7% | +26.2% | +22.2% |
| YTD | +32.5% | +3.2% | +29.3% | +24.4% |
| 1Y | +47.3% | +4.8% | +42.5% | +34.2% |
| 3Y | +68.2% | +19.0% | +49.2% | +41.5% |
| 5Y | +108.5% | +26.8% | +81.7% | +70.9% |
| All | +108.5% | +26.7% | +81.8% | +70.9% |
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