+234.4%
PM vs JAAA
+30.2%
+204.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -7.1% | +0.1% | -7.2% | -7.1% |
| 30D | -2.8% | +0.4% | -3.2% | -3.0% |
| 3M | +6.3% | +1.2% | +5.2% | +5.8% |
| 6M | +9.6% | +2.3% | +7.3% | +8.6% |
| YTD | +25.6% | +4.0% | +21.6% | +23.6% |
| 1Y | +29.7% | +4.8% | +24.9% | +27.2% |
| 3Y | +147.6% | +18.5% | +129.1% | +136.1% |
| 5Y | +160.1% | +27.5% | +132.6% | +146.0% |
| All | +234.4% | +30.2% | +204.2% | +187.6% |
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