-11.8%
PPG vs JAAA
+29.3%
-41.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -5.1% | +0.1% | -5.2% | -5.3% |
| 30D | -9.6% | +0.4% | -10.0% | -10.3% |
| 3M | -6.4% | +1.2% | -7.6% | -8.5% |
| 6M | +0.5% | +2.7% | -2.1% | -4.1% |
| YTD | +4.4% | +3.2% | +1.3% | -1.2% |
| 1Y | -0.9% | +4.8% | -5.7% | -8.6% |
| 3Y | -17.0% | +19.0% | -35.9% | -33.5% |
| 5Y | -23.7% | +26.8% | -50.4% | -45.9% |
| All | -11.8% | +29.3% | -41.0% | -41.0% |
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