+3,981.5%
PR vs JAAA
+30.2%
+3,951.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.7% | +2.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.7% |
| 30D | -4.6% | +0.4% | -5.0% | -5.4% |
| 3M | +4.7% | +1.2% | +3.5% | +2.4% |
| 6M | +12.4% | +2.3% | +10.1% | +7.6% |
| YTD | +62.9% | +4.0% | +58.9% | +51.1% |
| 1Y | +70.6% | +4.8% | +65.8% | +55.8% |
| 3Y | +90.0% | +18.5% | +71.5% | +65.1% |
| 5Y | +255.5% | +27.5% | +228.0% | +211.2% |
| All | +3,981.5% | +30.2% | +3,951.3% | +3,258.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling