-44.6%
PNR vs JAAA
+4.9%
-49.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | -0.2% |
| 7D | -2.4% | +0.2% | -2.5% | -3.5% |
| 30D | -12.8% | +0.5% | -13.3% | -15.9% |
| 3M | -17.0% | +1.3% | -18.3% | -24.1% |
| 6M | -37.4% | +2.7% | -40.1% | -48.0% |
| YTD | -41.6% | +3.2% | -44.8% | -52.0% |
| 1Y | -44.6% | +4.9% | -49.6% | -55.4% |
| All | -44.6% | +4.9% | -49.5% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling