+44.1%
PL vs JAAA
+28.4%
+15.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.8% |
| 7D | +5.6% | +0.1% | +5.5% | +5.5% |
| 30D | -16.9% | +0.4% | -17.4% | -17.6% |
| 3M | -38.2% | +1.2% | -39.4% | -39.5% |
| 6M | -63.4% | +2.3% | -65.8% | -64.9% |
| YTD | -27.6% | +3.9% | -31.6% | -32.2% |
| 1Y | +6.6% | +4.8% | +1.8% | -1.3% |
| 3Y | +557.6% | +18.5% | +539.1% | +531.5% |
| 5Y | +39.5% | +27.5% | +12.0% | +48.1% |
| All | +44.1% | +28.4% | +15.8% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling