+150.0%
PM vs JAAA
+18.5%
+131.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -3.2% | +0.4% | -3.6% | -3.7% |
| 3M | +6.2% | +1.2% | +5.0% | +4.9% |
| 6M | +7.7% | +2.3% | +5.4% | +5.0% |
| YTD | +27.3% | +4.0% | +23.3% | +22.0% |
| 1Y | +32.8% | +4.8% | +28.0% | +26.4% |
| 3Y | +150.0% | +18.4% | +131.6% | +127.4% |
| All | +150.0% | +18.5% | +131.5% | +127.4% |
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