+26.4%
PNR vs JAAA
+29.3%
-2.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -3.9% | +0.1% | -4.0% | -4.1% |
| 30D | -13.8% | +0.5% | -14.3% | -14.5% |
| 3M | -22.5% | +1.2% | -23.8% | -24.4% |
| 6M | -37.2% | +2.7% | -39.9% | -40.3% |
| YTD | -44.2% | +3.2% | -47.4% | -47.4% |
| 1Y | -46.6% | +4.8% | -51.4% | -51.0% |
| 3Y | -12.5% | +19.0% | -31.5% | -27.6% |
| 5Y | -19.3% | +26.8% | -46.1% | -36.7% |
| All | +26.4% | +29.3% | -2.9% | -5.6% |
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