+3,871.8%
PR vs JAAA
+30.2%
+3,841.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -9.5% | +0.1% | -9.6% | -9.6% |
| 30D | -5.7% | +0.4% | -6.1% | -6.5% |
| 3M | +3.0% | +1.2% | +1.8% | +0.7% |
| 6M | +11.8% | +2.3% | +9.5% | +7.1% |
| YTD | +58.5% | +3.9% | +54.5% | +47.1% |
| 1Y | +69.9% | +4.8% | +65.1% | +55.1% |
| 3Y | +84.9% | +18.5% | +66.4% | +60.7% |
| 5Y | +246.4% | +27.5% | +219.0% | +203.3% |
| All | +3,871.8% | +30.2% | +3,841.6% | +3,168.3% |
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