+73.2%
PR vs JAAA
+18.6%
+54.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.6% |
| 7D | -16.4% | +0.2% | -16.6% | -17.4% |
| 30D | -1.9% | +0.4% | -2.3% | -4.9% |
| 3M | +8.0% | +1.2% | +6.7% | -1.2% |
| 6M | +4.1% | +2.3% | +1.8% | -12.3% |
| YTD | +58.7% | +3.9% | +54.8% | +18.8% |
| 1Y | +75.8% | +4.8% | +71.0% | +22.1% |
| 3Y | +73.2% | +18.5% | +54.6% | -23.6% |
| All | +73.2% | +18.6% | +54.5% | -23.6% |
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