+172.2%
PNC vs JAAA
+29.4%
+142.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.3% |
| 7D | -0.6% | +0.1% | -0.6% | -0.7% |
| 30D | -4.4% | +0.5% | -4.9% | -5.6% |
| 3M | +5.2% | +1.3% | +4.0% | +2.1% |
| 6M | +20.6% | +2.8% | +17.9% | +13.0% |
| YTD | +19.8% | +3.3% | +16.5% | +11.1% |
| 1Y | +24.4% | +4.9% | +19.5% | +11.5% |
| 3Y | +131.2% | +19.0% | +112.3% | +76.0% |
| 5Y | +53.1% | +26.9% | +26.2% | +7.9% |
| All | +172.2% | +29.4% | +142.9% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling