+415.3%
PR vs JAAA
+25.6%
+389.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.8% |
| 7D | +2.9% | +0.2% | +2.7% | +2.5% |
| 30D | +18.0% | +0.5% | +17.5% | +16.8% |
| 3M | +16.9% | +1.3% | +15.6% | +13.9% |
| 6M | +28.2% | +2.7% | +25.5% | +21.3% |
| YTD | +69.3% | +3.2% | +66.2% | +58.5% |
| 1Y | +69.5% | +4.9% | +64.6% | +53.0% |
| 3Y | +81.7% | +19.0% | +62.7% | +60.3% |
| All | +415.3% | +25.6% | +389.7% | +379.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling