+24.3%
PNR vs JAAA
+29.4%
-5.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.4% |
| 7D | -6.0% | +0.1% | -6.1% | -6.2% |
| 30D | -14.0% | +0.5% | -14.5% | -14.8% |
| 3M | -21.7% | +1.3% | -23.0% | -23.6% |
| 6M | -37.3% | +2.8% | -40.1% | -40.5% |
| YTD | -45.1% | +3.3% | -48.4% | -48.3% |
| 1Y | -49.1% | +4.9% | -54.1% | -53.4% |
| 3Y | -14.8% | +19.0% | -33.8% | -29.6% |
| 5Y | -21.0% | +26.9% | -47.9% | -38.1% |
| All | +24.3% | +29.4% | -5.0% | -7.2% |
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