-14.8%
PNR vs JAAA
+19.0%
-33.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.7% |
| 7D | -6.0% | +0.1% | -6.1% | -6.4% |
| 30D | -14.0% | +0.5% | -14.5% | -16.2% |
| 3M | -21.7% | +1.3% | -23.0% | -26.5% |
| 6M | -37.3% | +2.8% | -40.1% | -45.2% |
| YTD | -45.1% | +3.3% | -48.4% | -53.1% |
| 1Y | -49.1% | +4.9% | -54.1% | -59.5% |
| 3Y | -14.8% | +19.0% | -33.8% | -26.3% |
| All | -14.8% | +19.0% | -33.8% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling