+3,877.3%
PR vs JAAA
+30.2%
+3,847.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.8% |
| 7D | -16.4% | +0.2% | -16.6% | -16.7% |
| 30D | -1.9% | +0.4% | -2.3% | -2.7% |
| 3M | +8.0% | +1.2% | +6.7% | +5.5% |
| 6M | +4.1% | +2.3% | +1.8% | -0.4% |
| YTD | +58.7% | +3.9% | +54.8% | +47.4% |
| 1Y | +75.8% | +4.8% | +71.0% | +60.4% |
| 3Y | +73.2% | +18.5% | +54.6% | +50.7% |
| 5Y | +230.1% | +27.5% | +202.7% | +189.2% |
| All | +3,877.3% | +30.2% | +3,847.1% | +3,176.0% |
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