+208.2%
PM vs JAAA
+29.3%
+179.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | -3.4% | +0.5% | -3.9% | -3.6% |
| 3M | +5.2% | +1.3% | +3.9% | +4.6% |
| 6M | +3.7% | +2.7% | +1.1% | +2.6% |
| YTD | +15.8% | +3.2% | +12.6% | +14.3% |
| 1Y | +17.4% | +4.9% | +12.4% | +15.1% |
| 3Y | +116.9% | +19.0% | +97.9% | +107.2% |
| 5Y | +117.3% | +26.8% | +90.5% | +105.9% |
| All | +208.2% | +29.3% | +179.0% | +166.0% |
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 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