+57.2%
PPL vs JAAA
+18.6%
+38.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.4% | +0.2% | +0.3% | +0.2% |
| 30D | +5.4% | +0.4% | +5.0% | +4.9% |
| 3M | +4.3% | +1.2% | +3.1% | +2.7% |
| 6M | -1.3% | +2.3% | -3.7% | -4.2% |
| YTD | +4.7% | +3.9% | +0.8% | -0.3% |
| 1Y | +1.3% | +4.8% | -3.6% | -4.8% |
| 3Y | +57.2% | +18.5% | +38.7% | +70.2% |
| All | +57.2% | +18.6% | +38.6% | +70.2% |
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 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