+17.4%
PG vs JAAA
+29.3%
-11.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -1.5% | +0.4% | -2.0% | -1.9% |
| 3M | -3.4% | +1.2% | -4.6% | -4.2% |
| 6M | -7.0% | +2.7% | -9.6% | -8.7% |
| YTD | +2.0% | +3.2% | -1.2% | -0.3% |
| 1Y | -6.5% | +4.8% | -11.3% | -9.6% |
| 3Y | +1.2% | +19.0% | -17.8% | -11.5% |
| 5Y | +12.8% | +26.8% | -14.0% | -6.4% |
| All | +17.4% | +29.3% | -11.9% | -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