-77.5%
PLTD vs JAAA
+8.9%
-86.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.6% | +5.4% |
| 7D | +5.9% | +0.2% | +5.8% | +7.8% |
| 30D | -11.6% | +0.5% | -12.1% | -6.6% |
| 3M | -29.9% | +1.3% | -31.2% | -20.2% |
| 6M | -28.5% | +2.7% | -31.2% | -6.3% |
| YTD | -20.4% | +3.2% | -23.6% | +9.9% |
| 1Y | -33.3% | +4.9% | -38.2% | +10.1% |
| All | -77.5% | +8.9% | -86.4% | -43.6% |
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