+455.3%
PL vs JAAA
+18.6%
+436.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | 0.0% | +10.3% | +10.1% |
| 7D | -6.8% | +0.2% | -7.0% | -8.0% |
| 30D | -29.3% | +0.4% | -29.7% | -31.6% |
| 3M | -44.8% | +1.2% | -46.0% | -49.6% |
| 6M | -68.4% | +2.3% | -70.7% | -73.5% |
| YTD | -36.4% | +3.9% | -40.3% | -52.0% |
| 1Y | +0.7% | +4.8% | -4.1% | -28.4% |
| 3Y | +455.3% | +18.5% | +436.8% | +222.3% |
| All | +455.3% | +18.6% | +436.7% | +222.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling