+251.1%
PH vs JAAA
+26.7%
+224.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | 0.0% | +0.1% | -0.1% | -0.3% |
| 30D | -10.3% | +0.5% | -10.7% | -11.4% |
| 3M | +5.1% | +1.2% | +3.8% | +1.5% |
| 6M | +2.3% | +2.7% | -0.4% | -5.0% |
| YTD | +8.7% | +3.2% | +5.5% | -0.3% |
| 1Y | +26.8% | +4.8% | +22.0% | +11.6% |
| 3Y | +139.2% | +19.0% | +120.2% | +75.2% |
| 5Y | +251.1% | +26.8% | +224.3% | +135.5% |
| All | +251.1% | +26.7% | +224.4% | +135.5% |
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