+57.9%
PPL vs JAAA
+29.3%
+28.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +2.7% | +0.2% | +2.5% | +2.5% |
| 30D | +0.5% | +0.5% | -0.1% | 0.0% |
| 3M | +0.7% | +1.3% | -0.6% | -0.3% |
| 6M | -7.6% | +2.7% | -10.3% | -9.4% |
| YTD | +1.8% | +3.2% | -1.4% | -0.6% |
| 1Y | -0.8% | +4.9% | -5.7% | -4.4% |
| 3Y | +56.9% | +19.0% | +37.9% | +40.7% |
| 5Y | +39.5% | +26.8% | +12.7% | +19.7% |
| All | +57.9% | +29.3% | +28.6% | +23.4% |
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