+82.3%
PL vs JAAA
+25.6%
+56.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.4% |
| 7D | -9.3% | +0.2% | -9.5% | -9.6% |
| 30D | -18.9% | +0.5% | -19.5% | -19.7% |
| 3M | -58.4% | +1.3% | -59.6% | -59.3% |
| 6M | -30.3% | +2.7% | -33.0% | -33.5% |
| YTD | -8.1% | +3.2% | -11.3% | -12.9% |
| 1Y | +180.5% | +4.9% | +175.6% | +160.0% |
| 3Y | +444.1% | +19.0% | +425.2% | +436.4% |
| All | +82.3% | +25.6% | +56.7% | +96.0% |
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 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